Weak consistency of the Support Vector Machine Quantile Regression approach when covariates are functions
This paper deals with a nonparametric estimation of conditional quantile regression when the explanatory variable X takes its values in a bounded subspace of a functional space X and the response Y takes its values in a compact of the space Y≔R. The functional observations, X1,…,Xn, are projected onto a finite dimensional subspace having a suitable orthonormal system. The Xi’s will be characterized by their coordinates in this basis. We perform the Support Vector Machine Quantile Regression approach in finite dimension with the selected coefficients. Then we establish weak consistency of this estimator. The various parameters needed for the construction of this estimator are automatically selected by data-splitting and by penalized empirical risk minimization.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 81 (2011)
Issue (Month): 12 ()
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Li, Youjuan & Liu, Yufeng & Zhu, Ji, 2007. "Quantile Regression in Reproducing Kernel Hilbert Spaces," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 255-268, March.
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- repec:cup:cbooks:9780521845731 is not listed on IDEAS
- repec:cup:cbooks:9780521608275 is not listed on IDEAS
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:81:y:2011:i:12:p:1847-1858. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Zhang, Lei)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.