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- W294463325 abstract "Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method." @default.
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- W294463325 date "2010-11-01" @default.
- W294463325 modified "2023-09-28" @default.
- W294463325 title "Restricted support vector quantile regression without crossing" @default.
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