Risk bounds for quantile trend filtering

DOI10.1093/BIOMET/ASAB045OpenAlexW3201588994MaRDI QIDQ5102502

Oscar-Hernan Madrid-Padilla, Sabyasachi Chatterjee

Publication date: 8 September 2022

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2007.07472

zbMATH Keywords

quantile regressionadaptationtrend filteringhuber losslocal Rademacher width

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

High-dimensional latent panel quantile regression with an application to asset pricing ⋮ A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond

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