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Nonparametric multiple expectile regression via ER-Boost - MaRDI portal

Nonparametric multiple expectile regression via ER-Boost (Q5220800)

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scientific article; zbMATH DE number 7183142
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English
Nonparametric multiple expectile regression via ER-Boost
scientific article; zbMATH DE number 7183142

    Statements

    title
    Nonparametric multiple expectile regression via ER-Boost (English)
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    author
    Yi Yang
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    Hui Zou
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    publication date
    27 March 2020
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    zbMATH Keywords
    asymmetric least squares
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    expectile regression
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    functional gradient descent
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    gradient boosting
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    regression tree
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    describes a project that uses
    AdaBoost.MH
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    R
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    gbm
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    erboost
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    Identifiers

    Mathematics Subject Classification ID
    62G08
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    62J05
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    62-08
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    zbMATH DE Number
    7183142
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    OpenAlex ID
    W1975445189
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