Title of article
A new comparison theorem on conditional quantiles
Author/Authors
Xiang، نويسنده , , Dao-Hong، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
5
From page
58
To page
62
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.
Keywords
Quantile regression , Pinball loss , Comparison theorem , Generalization error , Learning Theory
Journal title
Applied Mathematics Letters
Serial Year
2012
Journal title
Applied Mathematics Letters
Record number
1528212
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