Simultaneous estimation and variable selection for a non-crossing multiple quantile regression using deep neural networks

Author:

Shin Jungmin,Gwak Seunghyun,Shin Seung Jun,Bang Sungwan

Funder

Ministry of Science and ICT, South Korea

Publisher

Springer Science and Business Media LLC

Reference51 articles.

1. Allen-Zhu, Z., Li, Y., Song, Z.: A convergence theory for deep learning via over-parameterization. In: International Conference on Machine Learning, PMLR, pp. 242–252 (2019)

2. Bengio, Y., LeCun, Y., et al.: Scaling learning algorithms towards AI. Large-scale Kernel Mach. 34(5), 1–41 (2007)

3. Bondell, H., Reich, B., Wang, H.: Noncrossing quantile regression curve estimation. Biometrika 97, 825–838 (2010)

4. Brando, A., Center, B.S., Rodriguez-Serrano, J., et al.: Deep non-crossing quantiles through the partial derivative. In: International Conference on Artificial Intelligence and Statistics, PMLR, pp. 7902–7914 (2022)

5. Cannon, A.J.: Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes. Stoch. Environ. Res. Risk Assess. 32, 3207–3225 (2018)

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