Conditional validity of heteroskedastic conformal regression

DOI10.1093/IMAIAI/IAAF013MaRDI QIDQ6909015zbMATH OpenFDO

Authors Nicolas Dewolf, B. De Baets, Willem Waegeman

Publication date 30 October 2025

Published in Information and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/IMAIAI/IAAF013

zbMATH Keywords

conditional validityconformal predictionheteroskedastic noiseregression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Cites work

• A comparison of some conformal quantile regression methods
• A data-driven software tool for enabling cooperative information sharing among police departments
• A new distribution-free quantile estimator
• A Useful Pivotal Quantity
• An introduction to statistical learning. With applications in R
• Comparing two independent groups via the lower and upper quantiles
• Cross-conformal predictors
• Distribution-free predictive inference for regression
• scientific article; zbMATH DE number 6378127 (Why is no real title available?)
• scientific article; zbMATH DE number 3947410 (Why is no real title available?)
• scientific article; zbMATH DE number 2168212 (Why is no real title available?)
• scientific article; zbMATH DE number 1931847 (Why is no real title available?)
• Normalized nonconformity measures for regression conformal prediction
• Quantile regression forests
• Regression conformal prediction with random forests
• The limits of distribution-free conditional predictive inference

This page was built for publication: Conditional validity of heteroskedastic conformal regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6909015)