- Volume 14 Issue 1
Median regression analysis has robustness properties which make it an attractive alternative to regression based on the mean. Support vector machine (SVM) is used widely in real-world regression tasks. In this paper, we propose a new SV median regression based on check function. And we illustrate how this proposed SVM performs and compare this with the SVM based on absolute deviation loss function.
- Econometrica v.46 Regression Quantiles Koenker, R.;Bassett, G.
- Quantile regression : applications and current research area Yu K.;Lu Z.;Stande J.
- The Nature of Statistical Learning Theory Vapnik V. N.
- Algorithmica v.22 On a kernel-based method for pattern recognition, regression, approximation and operator inversion Smola A.;Schoelkopf B.
- Statistical Learning Theory Vapnik V. N.
- ISIS Technical Report, U. of Southampton Support Vector Machines for Classification and Regression Gunn, S.
- Journal of Economic Perspectives v.40 no.4 Quantile Regression Koenker R.;Hallock K.F.
- Communications in Statistics v.31 no.10 Prediction Intervals for Support Vector Machine Regression Seok, K.;Hwang C.;Cho D.