Gradient boosting for extreme quantile regression (Q6144813)
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scientific article; zbMATH DE number 7784960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gradient boosting for extreme quantile regression |
scientific article; zbMATH DE number 7784960 |
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Gradient boosting for extreme quantile regression (English)
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8 January 2024
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extreme quantile regression
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gradient boosting
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generalized Pareto distribution
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extreme value theory
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tree-based methods
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