Non-crossing quantile regression via doubly penalized kernel machine

Computational Statistics

Volumn 24, Issue 1, 2009, Pages 83-94

  Shim, Jooyong ^a   Hwang, Changha ^b   Seok, Kyung Ha ^c  

^a Catholic University of Daegu   (South Korea)

^b Dankook University   (South Korea)

^c Inje University   (South Korea)

Author keywords

Crossing; Doubly penalized kernel machine; Location scale model; Model selection; Quantile regression; SVM

Indexed keywords

EID: 60349093222     PISSN: 09434062     EISSN: 16139658     Source Type: Journal    
DOI: 10.1007/s00180-008-0123-y     Document Type: Article

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