A new comparison theorem on conditional quantiles

DOI10.1016/J.AML.2011.05.048zbMATH Open1358.62043OpenAlexW1993927888MaRDI QIDQ656698FDOQ656698

Authors: Dao-Hong Xiang 

Publication date: 13 January 2012

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2011.05.048

Recommendations

• Estimating conditional quantiles with the help of the pinball loss
• Conditional quantiles with varying Gaussians
• Statistical consistency of coefficient-based conditional quantile regression
• Asymptotic analysis of quantile regression learning based on coefficient dependent regularization
• Approximation analysis of learning algorithms for support vector regression and quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Order statistics; empirical distribution functions (62G30)

Cites Work

• Estimating conditional quantiles with the help of the pinball loss
• Multi-kernel regularized classifiers
• Classification with Gaussians and convex loss
• ONLINE LEARNING WITH MARKOV SAMPLING
• SVM Soft Margin Classifiers: Linear Programming versus Quadratic Programming

Cited In (4)

• Convergence rate of SVM for kernel-based robust regression
• Comparing conditional quantile curves
• Comparison theorems on large-margin learning
• Analysis of approximation by linear operators on variable \(L_\rho^{p(\cdot)}\) spaces and applications in learning theory

This page was built for publication: A new comparison theorem on conditional quantiles

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q656698)