KLERC: kernel Lagrangian expectile regression calculator

DOI10.1007/s00180-020-01003-0zbMath1505.62446OpenAlexW3037995681MaRDI QIDQ1995837

Songfeng Zheng

Publication date: 25 February 2021

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-020-01003-0

zbMATH Keywords

quadratic programminglinear complementarity problemkernel functionLagrangian dual function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33)

Related Items

Iteratively reweighted least square for kernel expectile regression with random features, KLERC

Uses Software

• quadprog
• Ecdat
• Expectreg
• erboost
• KERE

Cites Work

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• On the uniqueness of solutions to linear complementarity problems
• 10.1162/15324430152748218
• Nonparametric multiple expectile regression via ER-Boost