Convergence rate for nonparametric quantile regression with a total variation penalty

DOI10.1002/sta4.361MaRDI QIDQ6541772

Jiamin Liu, Heng Lian, Wang-li Xu

Publication date: 21 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

minimax ratenonparametric quantile regressiontotal variation penalty

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Oracle inequalities in empirical risk minimization and sparse recovery problems. École d'Été de Probabilités de Saint-Flour XXXVIII-2008.
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• Oracle inequalities for sparse additive quantile regression in reproducing kernel Hilbert space
• Quantile smoothing splines
• Edge-preserving and scale-dependent properties of total variation regularization
• Sparsity and Smoothness Via the Fused Lasso
• Multiple Change-Point Estimation With a Total Variation Penalty
• Quantile Regression in Reproducing Kernel Hilbert Spaces
• Convergence of stochastic processes

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