Quantile estimators with orthogonal pinball loss function

DOI10.1002/FOR.2510MaRDI QIDQ4961417zbMATH OpenOpenAlexFDO

Authors Le'an Yu, Zebin Yang, Ling Tang

Publication date 29 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2510

zbMATH Keywords

probability forecastingrobustnesssupport vector machine quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Learning and adaptive systems in artificial intelligence (68T05)

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(2)

• Estimating conditional quantiles with the help of the pinball loss
• Smoothing functions for sparse optimization: a unified framework

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