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» Nonparametric Quantile Estimation
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JMLR
2006
62views more  JMLR 2006»
15 years 1 months ago
Nonparametric Quantile Estimation
Ichiro Takeuchi, Quoc V. Le, Tim D. Sears, Alexand...
CSDA
2010
98views more  CSDA 2010»
15 years 1 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
15 years 2 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
15 years 3 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
15 years 8 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