erboost (Q5977710): Difference between revisions
From MaRDI portal
Created a new Item |
(No difference)
|
Revision as of 15:11, 27 February 2024
Nonparametric Multiple Expectile Regression via ER-Boost
Language | Label | Description | Also known as |
---|---|---|---|
English | erboost |
Nonparametric Multiple Expectile Regression via ER-Boost |
Statements
Expectile regression is a nice tool for estimating the conditional expectiles of a response variable given a set of covariates. This package implements a regression tree based gradient boosting estimator for nonparametric multiple expectile regression, proposed by Yang, Y., Qian, W. and Zou, H. (2018) <doi:10.1080/00949655.2013.876024>. The code is based on the 'gbm' package originally developed by Greg Ridgeway.
0 references
19 January 2024
0 references