Nonparametric estimation of conditional quantiles using quantile regression trees
نویسندگان
چکیده
A nonparametric regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning of the covariate space is investigated. Unlike least squares regression trees, which concentrate on modeling the relationship between the response and the covariates at the center of the response distribution, our quantile regression trees can provide insight into the nature of that relationship at the center
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