Abstract − We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quanti...
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
Novi Quadrianto, Kristian Kersting, Mark D. Reid, ...
Quantile smoothing splines provide nonparametric estimation of conditional quantile functions. Like other nonparametric smoothing techniques, the choice of smoothing parameters co...
Random forests were introduced as a machine learning tool in Breiman (2001) and have since proven to be very popular and powerful for high-dimensional regression and classificatio...