Skip navigation
Skip navigation

Nonparametric quantile estimation

Takeuchi, Ichiro; Le, Quoc; Sears, Timothy; Smola, Alexander

Description

In regression, the desired estimate of y|x is not always given by a conditional mean, although this is most common. Sometimes one wants to obtain a good estimate that satisfies the property that a proportion, t, of y|x, will be below the estimate. For t = 0.5 this is an estimate of the median. What might be called median regression, is subsumed under the term quantile regression. We present a nonparametric version of a quantile estimator, which can be obtained by solving a simple quadratic...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/10440/301
http://digitalcollections.anu.edu.au/handle/10440/301
Source: Journal of Machine Learning Research

Download

File Description SizeFormat Image
Takeuchi_2006.pdf883.52 kBAdobe PDFThumbnail


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  23 August 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator