Nonparametric estimation of conditional quantiles using quantile regression trees

zbMath1009.62031MaRDI QIDQ1857345

Probal Chaudhuri, Weih-Yin Loh

Publication date: 20 March 2003

Published in: Bernoulli (Search for Journal in Brave)

zbMATH Keywords

recursive partitioningVapnik-Chervonenkis classpiecewise polynomial estimatesuniform asymptotic consistencyderivative estimateGUIDE algorithmincidence rates of mumpstree-structured regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (12)

Tree-based censored regression with applications in insurance ⋮ On the use of \(L\)-functionals in regression models ⋮ Quantile regression by dyadic CART ⋮ On probabilistic properties of conditional medians and quantiles ⋮ Regression trees for longitudinal and multiresponse data ⋮ Unnamed Item ⋮ Asymptotic consistency of median regression trees ⋮ Cyber claim analysis using generalized Pareto regression trees with applications to insurance ⋮ Gaining insight with recursive partitioning of generalized linear models ⋮ Multi-step quantile regression tree ⋮ Unified Noncrossing Multiple Quantile Regressions Tree ⋮ \textsc{CaDET}: interpretable parametric conditional density estimation with decision trees and forests

Uses Software

• KernSmooth

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