Optimal prediction for high-dimensional functional quantile regression in reproducing kernel Hilbert spaces

DOI10.1016/j.jco.2021.101568zbMath1472.62177OpenAlexW3152192878MaRDI QIDQ1979424

Xiao Hui Liu, Guangren Yang, Heng Lian

Publication date: 2 September 2021

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2021.101568

zbMATH Keywords

quantile regressionreproducing kernel Hilbert spacefunctional dataminimax rate

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Nonparametric regression and quantile regression (62G08) Functional data analysis (62R10) Minimax procedures in statistical decision theory (62C20) Hilbert spaces with reproducing kernels (= (proper) functional Hilbert spaces, including de Branges-Rovnyak and other structured spaces) (46E22)

Related Items (3)

Functional additive expectile regression in the reproducing kernel Hilbert space ⋮ Lasso in Infinite dimension: application to variable selection in functional multivariate linear regression ⋮ Quantile trace regression via nuclear norm regularization

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