Nonparametric multiple expectile regression via ER-Boost
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Publication:5220800
DOI10.1080/00949655.2013.876024zbMath1457.62124OpenAlexW1975445189MaRDI QIDQ5220800
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2013.876024
asymmetric least squaresregression treegradient boostingfunctional gradient descentexpectile regression
Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05)
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