2 papers
stat.ME2026
Mixture Quantiles Estimated by Constrained Linear Regression
Cheng Peng, Yizhou Li, Stan Uryasev
We study the problem of modeling univariate distributions via their quantile functions. We introduce a flexible family of distributions whose quantile function is a linear combinat…
stat.ML2024
Support Vector Regression: Risk Quadrangle Framework
Anton Malandii, Stan Uryasev
This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, ris…