Statistical consistency of coefficient-based conditional quantile regression
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- 作者:Jia Cai
- 所属单位:数理与信息工程学院
- 文献类型:期刊
- 发表时间:2016-01-01
- 发表刊物:Journal of Multivariate Analysis
- 卷号:Vol.149
- 页面范围:1-12
- Issn号:0047-259X
- 是否译文:否
- 关键字:Learning;theory;Quantile;regression;Reproducing;kernel;Hilbert;space
- 摘要:This study focuses on the coefficient-based conditional quantile regression associated with l q -regularization term, where 1≤q≤2 . Error analysis is investigated based on the capacity of the hypothesis space. The linear piecewise nature of the pinball l
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