Quantile oriented sensitivity analysis with random forest based on pinball loss

DOI10.1016/J.JSPI.2026.106447MaRDI QIDQ7316846zbMATH OpenFDO

Authors Ri Wang, Véronique Maume-Deschamps, Clémentine Prieur

Publication date 20 August 2026

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2026.106447

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Basics and Trends in Sensitivity Analysis
• Estimation of quantile oriented sensitivity indices
• Generalized random forests
• Goal-oriented Shapley effects with special attention to the quantile-oriented case
• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Mean decrease accuracy for random forests: inconsistency, and a practical solution via the Sobol-MDA
• Multivariate plug-in bandwidth selection
• New sensitivity analysis subordinated to a contrast
• Quantile regression forests
• Random forest estimation of conditional distribution functions and conditional quantiles
• Random forests
• Sensitivity Analysis in Practice
• Variance reduction for estimation of Shapley effects and adaptation to unknown input distribution

This page was built for publication: Quantile oriented sensitivity analysis with random forest based on pinball loss

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7316846)