Statistical performance of quantile tensor regression with convex regularization

DOI10.1016/J.JMVA.2023.105249MaRDI QIDQ6189146zbMATH OpenFDO

Authors Wenqi Lu, Zhongyi Zhu, Rui Li, Heng Lian

Publication date 12 January 2024

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JMVA.2023.105249

zbMATH Keywords

convex optimizationquantile regressionrisk boundtensor estimation

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

Cites work

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Cited in

(3)

• Partially linear functional quantile regression with low-rank matrix regressors
• Tensor train regression with convex regularization
• Frontal slice approaches for tensor linear systems

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