منابع مشابه
Regression Quantiles
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متن کامل@bullet Regression Quantiles in Nonparahetric Regression @bullet Regression Quantiles in Nonparametric Regression
In a nonparametric setup involving stochastic regressors. regression quantiles relate to the so called conditional quantile functions. Various asymptotic properties of such conditional quantile processes are studied with due emphasis on the underlying design aspects.
متن کاملCensored Regression Quantiles
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متن کاملQuantity quantiles linear regression
We show that the definition of the θth sample quantile as the solution to a minimization problem introduced by Koenker and Basset [1978] can be easily extended to obtain an analogous definition for the θth sample quantity quantile instead of the usual one. By means of this definition we introduce a linear regression model for quantity quantiles and analyze some properties of the residuals. In s...
متن کاملRobust Minimax Probability Machine Regression Robust Minimax Probability Machine Regression
We formulate regression as maximizing the minimum probability (Ω) that the true regression function is within ±2 of the regression model. Our framework starts by posing regression as a binary classification problem, such that a solution to this single classification problem directly solves the original regression problem. Minimax probability machine classification (Lanckriet et al., 2002a) is u...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2010
ISSN: 1556-5068
DOI: 10.2139/ssrn.1805497