Pinball boosting of regression quantiles

DOI10.1016/j.csda.2024.108027zbMath1547.62005MaRDI QIDQ6626688

Stefan Linner, Ida Bauer, Harry Haupt

Publication date: 29 October 2024

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

zbMATH Keywords

quantile regression\( L_1\) losscomponent-wise functional gradient boostingconsistent scoring ruleregression boosting

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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