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An Algorithm of Nonparametric Quantile Regression

Extreme events, such as earthquakes, tsunamis, and market crashes, can have substantial impact on social and ecological systems. Quantile regression can be used for predicting these extreme events, making it an important problem that has applications in many fields. Estimating high conditional quant...

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Detalles Bibliográficos
Autores principales: Huang, Mei Ling, Han, Yansan, Marshall, William
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10057703/
https://www.ncbi.nlm.nih.gov/pubmed/37013135
http://dx.doi.org/10.1007/s42519-023-00325-8