The goal of a machine learning regression problem is to predict a single numeric value. Quantile regression is a variation where you are concerned with under-prediction or over-prediction. I'll phrase ...

Immunotherapy has been approved to treat many tumor types. However, one characteristic of this therapeutic class is that survival benefit is due to late immune response, which leads to a delayed ...

The L1 norm (when q=0.5) tends to allow the fit to be better at more points at the expense of allowing some points to fit worse, as the plot of the residuals against the least squares residuals: ...

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 80, No. 5 (2018), pp. 975-993 (19 pages) Estimating conditional quantiles of financial time series is essential for ...

This paper examines a set of value-at-risk (VaR) models and their ability to appropriately describe and capture price-change risk in the European energy market. We make in-sample, one-day-ahead VaR ...