Asymmetric \(\nu\)-tube support vector regression

DOI10.1016/j.csda.2014.03.016zbMath1506.62085OpenAlexW2074695386MaRDI QIDQ1623610

Y. Aharonov

Publication date: 23 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2014.03.016

zbMATH Keywords

quantile regressionrobust regressionasymmetric loss\(\nu\)-tube support vector regression

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• Stata
• LS-SVMlab
• LIBRA
• PROGRESS
• rreg

Cites Work

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