An SVM-like approach for expectile regression

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On confidence intervals for semiparametric expectile regression

In regression scenarios there is a growing demand for information on the conditional distribution of the response beyond the mean. In this scenario quantile regression is an established method of tail analysis. It is well understood in terms of asymptotic properties and estimation quality. Another way to look at the tail of a distribution is via expectiles. They provide a valuable alternative s...

متن کامل

Learning Rates for Kernel-Based Expectile Regression

Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estimating conditional expectiles and establish learning rates that are minimax optimal modulo a logarithmic factor if Gaussian RBF kernels are used and the desired expectile is smooth in a Besov sense. As a special case, ...

متن کامل

Nonparametric Multiple Expectile Regression via ER-Boost

Expectile regression (Newey & Powell 1987) is a nice tool for estimating the conditional expectiles of a response variable given a set of covariates. Expectile regression at 50% level is the classical conditional mean regression. In many real applications having multiple expectiles at different levels provides a more complete picture of the conditional distribution of the response variable. Mul...

متن کامل

Bayesian regularisation in geoadditive expectile regression

Abstract Regression classes modeling more than the mean of the response have found a lot of attention in the last years. Expectile regression is a special and computationally convenient case of this family of models. Expectiles offer a quantile-like characterisation of a complete distribution and include the mean as a special case. In the frequentist framework the impact of a lot of covariates ...

متن کامل

An imprecise boosting-like approach to regression

This paper is about a generalization of ensemble methods for regression which are based on variants of the basic AdaBoost algorithm. The generalization of these regression methods consists in restricting the unit simplex for the weights of the instances to a smaller set of weighting probabilities. The proposed algorithms cover the standard AdaBoost-based regression algorithms and standard regre...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Computational Statistics & Data Analysis

سال: 2017

ISSN: 0167-9473

DOI: 10.1016/j.csda.2016.11.010