Shim, Jooyong; Hwang, Changha; Seok, Kyungha - In: Computational Statistics 29 (2014) 6, pp. 1651-1665
In this paper we propose a new nonparametric regression method called composite support vector quantile regression (CSVQR) that combines the formulations of support vector regression and composite quantile regression. First the CSVQR using the quadratic programming (QP) is proposed and then the...