Solution path for quantile regression with epsilon-insensitive loss in a reproducing kernel Hilbert space

DOI10.1016/J.SPL.2017.03.006zbMath1380.62175OpenAlexW2599843906MaRDI QIDQ2405941

Jin-Ho Park

Publication date: 28 September 2017

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2017.03.006

zbMATH Keywords

quantile regressionreproducing kernel Hilbert spacesolution path

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites Work

• Unnamed Item
• Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
• GACV for quantile smoothing splines
• Some results on Tchebycheffian spline functions and stochastic processes
• Piecewise linear regularized solution paths
• Regression Quantiles
• Nonparametric Estimation and Regression Analysis With Left-Truncated and Right-Censored Data
• A Generic Path Algorithm for Regularized Statistical Estimation
• Quantile Regression with Left-Truncated and Right-Censored Data in a Reproducing Kernel Hilbert Space
• Quantile Regression in Reproducing Kernel Hilbert Spaces

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