A note on tail dependence regression.
Qingzhao ZhangDeyuan LiHansheng WangPublished in: J. Multivar. Anal. (2013)
Keyphrases
- regression model
- linear regression
- model selection
- support vector regression
- gaussian process regression
- regression problems
- locally weighted
- gaussian processes
- polynomial regression
- hilbert schmidt independence criterion
- machine learning
- partial least squares
- multi variate
- regression analysis
- onset detection
- ridge regression
- linear models
- multiple regression
- regression methods
- reproducing kernel hilbert space
- data sets
- genetic programming
- high dimensional
- multiscale
- neural network