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A review on consistency and robustness properties of support vector machines for heavy-tailed distributions

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  • Arnout Van Messem
  • Andreas Christmann

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  • Arnout Van Messem & Andreas Christmann, 2010. "A review on consistency and robustness properties of support vector machines for heavy-tailed distributions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 4(2), pages 199-220, September.
    • Handle: RePEc:spr:advdac:v:4:y:2010:i:2:p:199-220
    DOI: 10.1007/s11634-010-0067-2
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    References listed on IDEAS

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    1. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521608275.
    2. Karatzoglou, Alexandros & Smola, Alexandros & Hornik, Kurt & Zeileis, Achim, 2004. "kernlab - An S4 Package for Kernel Methods in R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 11(i09).
    3. Koenker,Roger, 2005. "Quantile Regression," Cambridge Books, Cambridge University Press, number 9780521845731.
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