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» Nonparametric Quantile Estimation
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JMLR
2006
62views more  JMLR 2006»
13 years 4 months ago
Nonparametric Quantile Estimation
Ichiro Takeuchi, Quoc V. Le, Tim D. Sears, Alexand...
CSDA
2010
98views more  CSDA 2010»
13 years 5 months ago
Design-based estimation for geometric quantiles with application to outlier detection
Geometric quantiles are investigated using data collected from a complex survey. Geometric quantiles are an extension of univariate quantiles in a multivariate set-up that uses th...
Mohamed Chaouch, Camelia Goga
NIPS
2007
13 years 6 months ago
How SVMs can estimate quantiles and the median
We investigate quantile regression based on the pinball loss and the ǫ-insensitive loss. For the pinball loss a condition on the data-generating distribution P is given that ensu...
Andreas Christmann, Ingo Steinwart
WSC
2007
13 years 7 months ago
Kernel estimation for quantile sensitivities
Quantiles, also known as value-at-risk in financial applications, are important measures of random performance. Quantile sensitivities provide information on how changes in the i...
Guangwu Liu, L. Jeff Hong
ACML
2009
Springer
13 years 11 months ago
Conditional Density Estimation with Class Probability Estimators
Many regression schemes deliver a point estimate only, but often it is useful or even essential to quantify the uncertainty inherent in a prediction. If a conditional density estim...
Eibe Frank, Remco R. Bouckaert