Quantile Regression in Reproducing Kernel Hilbert Spaces
From MaRDI portal
Recommendations
- Consistency of kernel-based quantile regression
- Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
- On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
- Composite kernel quantile regression
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
Cited in
(90)- On the degrees of freedom in shrinkage estimation
- Regularized simultaneous model selection in multiple quantiles regression
- Partially linear modeling of conditional quantiles using penalized splines
- Quantile-slicing estimation for dimension reduction in regression
- Principal quantile regression for sufficient dimension reduction with heteroscedasticity
- Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
- Optimal regression rates for SVMs using Gaussian kernels
- Simultaneous estimation of multiple conditional regression quantiles
- An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
- Approximate nonparametric quantile regression in reproducing kernel Hilbert spaces via random projection
- Quantile trace regression via nuclear norm regularization
- Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space
- The regularization paths for the ROC-optimizing support vector machines
- Inference in functional linear quantile regression
- Fast quantile regression in reproducing kernel Hilbert space
- A regularization path algorithm for support vector ordinal regression
- Functional single-index quantile regression models
- A generalized Newton algorithm for quantile regression models
- Composite support vector quantile regression estimation
- Fully Bayesian estimation of simultaneous regression quantiles under asymmetric Laplace distribution specification
- Diagnostic measures for kernel ridge regression on reproducing kernel Hilbert space
- Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space
- A unified penalized method for sparse additive quantile models: an RKHS approach
- Sparse wavelet estimation in quantile regression with multiple functional predictors
- Estimating value at risk with semiparametric support vector quantile regression
- Non-crossing weighted kernel quantile regression with right censored data
- On quantile regression in reproducing kernel Hilbert spaces with the data sparsity constraint
- Bi-level path following for cross validated solution of kernel quantile regression
- Statistical consistency of coefficient-based conditional quantile regression
- Modelling functional additive quantile regression using support vector machines approach
- An ordinary differential equation-based solution path algorithm
- Simultaneous multiple non-crossing quantile regression estimation using kernel constraints
- Support vector quantile regression with varying coefficients
- Dynamic Modeling of Conditional Quantile Trajectories, With Application to Longitudinal Snippet Data
- Unified Noncrossing Multiple Quantile Regressions Tree
- Minimum clinically important difference in medical studies
- Consistency of kernel-based quantile regression
- Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression
- An efficient model-free estimation of multiclass conditional probability
- Bayesian inference for additive mixed quantile regression models
- Quantile regression with _1-regularization and Gaussian kernels
- P-splines quantile regression estimation in varying coefficient models
- Structured kernel quantile regression
- Linear quantile regression models for longitudinal experiments: an overview
- A generic path algorithm for regularized statistical estimation
- Segmented model selection in quantile regression using the minimum description length principle
- scientific article; zbMATH DE number 7625205 (Why is no real title available?)
- A unified view of nonparametric trend-cycle predictors via reproducing kernel Hilbert spaces
- RKHS-based functional nonparametric regression for sparse and irregular longitudinal data
- Quantile regression with left-truncated and right-censored data in a reproducing kernel Hilbert space
- Composite kernel quantile regression
- Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
- Testing and estimation in marker-set association study using semiparametric quantile regression kernel machine
- An elastic-net penalized expectile regression with applications
- High-Dimensional Spatial Quantile Function-on-Scalar Regression
- A quantile‐slicing approach for sufficient dimension reduction with censored responses
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- A note on the generalized degrees of freedom under the \(L_{1}\) loss function
- \(L_1\)-penalized fraud detection support vector machines
- Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
- Weak consistency of the support vector machine quantile regression approach when covariates are functions
- Risk prediction for prostate cancer recurrence through regularized estimation with simultaneous adjustment for nonlinear clinical effects
- Variable selection for non-parametric quantile regression via smoothing spline analysis of variance
- Convergence rate for nonparametric quantile regression with a total variation penalty
- Random projections for quantile ridge regression
- Regularization paths of \(L_1\)-penalized ROC curve-optimizing support vector machines
- Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks
- Functional linear quantile regression on a two-dimensional domain
- M-estimation for varying coefficient models with a functional response in a reproducing kernel Hilbert space
- Nonparametric quantile regression for time series with replicated observations and its application to climate data
- Solution path algorithm for distributionally robust regression
- The Reconstruction Approach: From Interpolation to Regression
- PDE-regularised spatial quantile regression
- A new variable selection and estimation algorithm for the high-dimensional quantile single-index model
- Estimation and Inference for Nonparametric Expected Shortfall Regression over RKHS
- Conditional quantile regression models of melanoma tumor growth curves for assessing treatment effect in small sample studies
- Gradient-induced variable selection in reproducing kernel Hilbert space for survival analysis
- Communication-Efficient Nonparametric Quantile Regression via Random Features
- Fast robust kernel regression through sign gradient descent with early stopping
- Garrotized kernel machine in semiparametric quantile regression
- Distributed Nyström approximation with convex Lipschitz loss
- fastkqr: A Fast Algorithm for Kernel Quantile Regression
- Robust quantile regression in RKHS: solution paths for censored and truncated data
- Generative conformal prediction under multiple covariate shifts
- The structured elastic net for quantile regression and support vector classification
- Direct conditional probability density estimation with sparse feature selection
- Optimal prediction of quantile functional linear regression in reproducing kernel Hilbert spaces
- QMC rules of arbitrary high order: Reproducing kernel Hilbert space approach
- Globally adaptive quantile regression with ultra-high dimensional data
- The convergence rate for a \(K\)-functional in learning theory
This page was built for publication: Quantile Regression in Reproducing Kernel Hilbert Spaces
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5307702)
