Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1708224 | Applied Mathematics Letters | 2012 | 5 Pages |
Abstract
This paper studies the conditional quantile regression problem involving the pinball loss. We introduce a concept of Ï-quantile of p-average logarithmic type q to complement the previous study by Steinwart and Christman (2008, 2011)Â [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
Dao-Hong Xiang,