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Gradient boosting for extreme quantile regression - MaRDI portal

Gradient boosting for extreme quantile regression (Q6144813)

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scientific article; zbMATH DE number 7784960
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English
Gradient boosting for extreme quantile regression
scientific article; zbMATH DE number 7784960

    Statements

    title
    Gradient boosting for extreme quantile regression (English)
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    author
    Jasper Velthoen
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    Clément Dombry
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    Juan-Juan Cai
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    Sebastian Engelke
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    published in
    Extremes
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    publication date
    8 January 2024
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    zbMATH Keywords
    extreme quantile regression
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    gradient boosting
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    generalized Pareto distribution
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    extreme value theory
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    tree-based methods
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    Identifiers

    arXiv ID
    2103.00808
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    zbMATH DE Number
    7784960
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    OpenAlex ID
    W3135716056
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