Quantile regression with an epsilon-insensitive loss in a reproducing kernel Hilbert space
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References listed on IDEAS
- Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
- Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731, May.
- 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.
- Yuan, Ming, 2006. "GACV for quantile smoothing splines," Computational Statistics & Data Analysis, Elsevier, vol. 50(3), pages 813-829, February.
- Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
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KeywordsEpsilon-insensitive loss Quantile regression Reproducing kernel Hilbert space;
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