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ERM Scheme for Quantile Regression

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  • Dao-Hong Xiang

Abstract

This paper considers the ERM scheme for quantile regression. We conduct error analysis for this learning algorithm by means of a variance-expectation bound when a noise condition is satisfied for the underlying probability measure. The learning rates are derived by applying concentration techniques involving the -empirical covering numbers.

Suggested Citation

  • Dao-Hong Xiang, 2013. "ERM Scheme for Quantile Regression," Abstract and Applied Analysis, Hindawi, vol. 2013, pages 1-6, March.
  • Handle: RePEc:hin:jnlaaa:148490
    DOI: 10.1155/2013/148490
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