2 papers
stat.ML2017
Learning Rates for Kernel-Based Expectile Regression
Muhammad Farooq, Ingo Steinwart
Conditional expectiles are becoming an increasingly important tool in finance as well as in other areas of applications. We analyse a support vector machine type approach for estim…
stat.CO2015
An SVM-like Approach for Expectile Regression
Muhammad Farooq, Ingo Steinwart
Expectile regression is a nice tool for investigating conditional distributions beyond the conditional mean. It is well-known that expectiles can be described with the help of the…