10 questions linked to/from Quantile regression: Loss function
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### Using Leibniz integral rule when minimizing Expected Absolute Loss [duplicate]

Consider choosing $\theta^*$ that minimizes the expected absolute loss: \begin{align} \tag{1} \int_{\Theta}|\theta-\theta^*|\pi(\theta|\mathbf{x})d\theta= \int_{-\infty}^{\theta^*}(\theta^*-\theta)\...
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### How to find a value that ensures 70% of population is above it

i'm trying to solve this statistics problem. i have a certain number of samples that are randomly chosen to represent a population. (yellow dots in the picture) over those samples are run tests to ...
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### Examples of “risk-averse” loss functions

Could you give me some examples and/or references on "risk-averse" loss functions (i.e. penalizing the underestimates more then the overestimates)?
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### What does it mean L1 loss is not differentiable?

I was looking through this lecture https://davidrosenberg.github.io/ml2015/docs/3a.loss-functions.pdf Slide 3: Absolute or Laplace or L1 loss not differentiable What does it mean ...
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### Formula of quantile regression?

We already know that the estimator of quantile regression defined by LAD (Least Absolut Deviation), minimizes sigma |e_i|. But I also found a formula that minimize with an integral, not a sigma ...