Estimation of scale functions to model heteroscedasticity by regularised kernel-based quantile methods
DOI10.1080/10485252.2013.875547zbMath1359.62124arXiv1111.1830OpenAlexW2020628486MaRDI QIDQ5419463
Robert Hable, Andreas Christmann
Publication date: 6 June 2014
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1111.1830
heteroscedasticitynonparametric regressionsupport vector machinesscale functionsregularised kernel methods
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35) Order statistics; empirical distribution functions (62G30)
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Cites Work
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