Support vector quantile regression with varying coefficients

DOI10.1007/S00180-016-0647-5MaRDI QIDQ311308zbMATHOpenAlexFDO

Authors Jooyong Shim, Changha Hwang, Kyungha Seok

Publication date 29 September 2016

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00180-016-0647-5

zbMATH Keywords

quadratic programmingquantile regressionsupport vector machinevarying coefficient modeliteratively reweighted least squaresgeneralized approximate cross validationgeneralized cross validationhyperparameter selectionsupport vector quantile regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

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• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Quantile regression in varying coefficient models.
• Quantile regression with varying coefficients
• Quantile smoothing splines
• Reappraising Medfly Longevity
• Regression Quantiles
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• Support vector censored quantile regression under random censoring
• Survival Analysis with Median Regression Models
• Varying Coefficient Regression Models: A Review and New Developments

Cited in

(12)

• Composite support vector quantile regression estimation
• Support vector censored quantile regression under random censoring
• Monotone support vector quantile regression
• Quantile regression with varying coefficients
• Varying coefficient support vector machines
• Adaptive quantile regression based on varying-coefficient models
• Conditional quantile change test for time series based on support vector regression
• Modelling functional additive quantile regression using support vector machines approach
• An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR
• Support vector machine quantile regression approach for functional data: simulation and application studies
• Fast quantile regression in reproducing kernel Hilbert space
• Research on money demand conditional density prediction based on support vector quantile regression

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