Quantile Function Regression Task
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A Quantile Function Regression Task is a regression task that predicts a quantile function.
References
2010
- (Kmenta, 2010) ⇒ Jan Kmenta. (2010). “Mostly Harmless Econometrics: An Empiricist's Companion.”
- QUOTE: … The topic of Chapter 7 is quantile regression, which is of relevance for the distribution of the dependent variable not revealed in the standard regression context. This is of some interest to labor economists with respect to the distribution of wages …
2009
- (Quadrianto et al., 2009) ⇒ Novi Quadrianto, Kristian Kersting, Mark D. Reid, Tibério S. Caetano, Wray L. Buntine. (2009). “Kernel Conditional Quantile Estimation via Reduction Revisited.” In: Proceedings of the Ninth IEEE International Conference on Data Mining (ICDM 2009). doi:10.1109/ICDM.2009.82
- QUOTE: Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among other domains. In this paper, we show how to estimate these conditional quantile functions within a Bayes risk minimization framework using a Gaussian process prior. ...