MOR
2008
13 years 10 months ago
2008
A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which moreover ca...
JMLR
2006
13 years 11 months ago
2006
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...
CSDA
2007
13 years 11 months ago
2007
Abstract. Censored quantile regressions (CQR) are a valuable tool in economics and engineering. The computation of estimators is highly complex and the performance of standard meth...
CSDA
2008
13 years 11 months ago
2008
An algorithm for time-adaptive quantile regression is presented. The algorithm is based on the simplex algorithm, and the linear optimization formulation of the quantile regressio...
NIPS
2007
14 years 9 days ago
2007
We investigate quantile regression based on the pinball loss and the ǫ-insensitive loss. For the pinball loss a condition on the data-generating distribution P is given that ensu...
ICDM
2009
IEEE
14 years 5 months ago
2009
IEEE
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 ...