کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1145776 1489679 2013 19 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Support vector machine quantile regression approach for functional data: Simulation and application studies
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آنالیز عددی
پیش نمایش صفحه اول مقاله
Support vector machine quantile regression approach for functional data: Simulation and application studies
چکیده انگلیسی

The topic of this paper is related to quantile regression when the covariate is a function. The estimator we are interested in, based on the Support Vector Machine method, was introduced in Crambes et al. (2011) [11]. We improve the results obtained in this former paper, giving a rate of convergence in probability of the estimator. In addition, we give a practical method to construct the estimator, solution of a penalized L1L1-type minimization problem, using an Iterative Reweighted Least Squares procedure. We evaluate the performance of the estimator in practice through simulations and a real data set study.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Multivariate Analysis - Volume 121, October 2013, Pages 50–68
نویسندگان
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