Support vector quantile regression with varying coefficients.
Jooyong ShimChangha HwangKyung Ha SeokPublished in: Comput. Stat. (2016)
Keyphrases
- quantile regression
- support vector
- cross validated
- cross validation
- least squares
- linear combination
- loss function
- classification accuracy
- hyperparameters
- model selection
- feature selection
- logistic regression
- kernel function
- wavelet coefficients
- svm classifier
- variable selection
- support vector machine
- cost sensitive
- training set
- training data