9 search results - page 1 / 2 » Robust Regression with Asymmetric Heavy-Tail Noise Distribut... |
NECO
2002
13 years 4 months ago
2002
In the presence of a heavy-tail noise distribution, regression becomes much more di cult. Traditional robust regression methods assume that the noise distribution is symmetric and...
TIT
2011
12 years 11 months ago
2011
: In this paper, a novel approach to the problem of estimating the heavy–tail exponent α > 0 of a distribution is proposed. It is based on the fact that block–maxima of siz...
CSDA
2006
13 years 4 months ago
2006
The kurtosis coefficient is often regarded as a measure of the tail heaviness of a distribution relative to that of the normal distribution. However, it also measures the peakedne...
ALT
2000
Springer
14 years 1 months ago
2000
Springer
Abstract. Support Vector Machines Regression (SVMR) is a learning technique where the goodness of fit is measured not by the usual quadratic loss function (the mean square error),...
IEICET
2010
13 years 3 months ago
2010
Estimating the conditional mean of an input-output relation is the goal of regression. However, regression analysis is not sufficiently informative if the conditional distribution...