Sparse high-dimensional semi-nonparametric quantile regression in a reproducing kernel Hilbert space

DOI10.1016/j.csda.2021.107388OpenAlexW3212271450MaRDI QIDQ2076148

Yanyan Li

Publication date: 18 February 2022

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

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107388

zbMATH Keywords

quantile regressionconvergence rateRademacher complexityprediction risk

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (3)

Partially linear functional quantile regression in a reproducing kernel Hilbert space ⋮ Functional additive expectile regression in the reproducing kernel Hilbert space ⋮ Quantile regression of ultra-high dimensional partially linear varying-coefficient model with missing observations

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