Fast algorithms for the quantile regression process
Victor Chernozhukov, Iván Fernández‐Val, Blaise Melly
Topics & Concepts
QuantileQuantile regressionEstimatorMathematicsInferenceAlgorithmComputationComputer scienceStatisticsEconometricsArtificial intelligenceStatistical Methods and InferenceAdvanced Statistical Methods and ModelsRisk and Portfolio Optimization