Structured kernel quantile regression

DOI10.1080/00949655.2011.631923MaRDI QIDQ4922622zbMATH OpenOpenAlexFDO

Authors Ja-Yong Koo, Kwi Wook Park, Byungwon Kim, Kwang-Rae Kim, Changyi Park

Publication date 3 June 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2011.631923

zbMATH Keywords

Lassoquadratic programlinear programfunctional ANOVA decompositionstructured kernel

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Statistical ranking and selection procedures (62F07)

Recommendations

• Composite kernel quantile regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Kernel Quantile Estimators
• Extreme $$L^p$$-quantile Kernel Regression
• Consistency of kernel-based quantile regression
• Quantile regression with _1-regularization and Gaussian kernels
• Kernel estimation of quantile sensitivities
• Penalized kernel quantile regression for varying coefficient models
• Fast quantile regression in reproducing kernel Hilbert space

Cites work

• Component selection and smoothing in multivariate nonparametric regression
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Smooth discrimination analysis
• Smoothing spline ANOVA models
• Structured multicategory support vector machines with analysis of variance decomposition

Cited in

(4)

• Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates
• Nonparametric quantile regression estimation for functional data with responses missing at random
• Factorisable multitask quantile regression
• Quantile trace regression via nuclear norm regularization

Describes a project that uses

Uses Software

• gss

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