Fast Calibrated Additive Quantile Regression

DOI10.1080/01621459.2020.1725521zbMath1510.62175arXiv1707.03307OpenAlexW3106414954MaRDI QIDQ6044630

Yannig Goude, Unnamed Author, Matteo Fasiolo, Raphaël Nedellec, Simon N. Wood

Publication date: 22 May 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.03307

zbMATH Keywords

quantile regressiongeneralized additive modelscalibrated Bayespenalized regression splineselectricity load forecasting

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

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