Article ID Journal Published Year Pages File Type
1708224 Applied Mathematics Letters 2012 5 Pages PDF
Abstract
This paper studies the conditional quantile regression problem involving the pinball loss. We introduce a concept of τ-quantile of p-average logarithmic type q to complement the previous study by Steinwart and Christman (2008, 2011) [1,2]. A new comparison theorem is provided which can be used for further error analysis of some learning algorithms.
Related Topics
Physical Sciences and Engineering Engineering Computational Mechanics
Authors
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