Composite kernel quantile regression

DOI10.1080/03610918.2015.1039133zbMath1364.62088OpenAlexW2485841211MaRDI QIDQ5267912

Sungwan Bang, HyungJun Cho, Soo-Heang Eo, Myoungshic Jhun Jhun

Publication date: 13 June 2017

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2015.1039133

zbMATH Keywords

regularizationridge regressionkernelnonparametric estimationcomposite quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07)

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