Computational Statistics & Data Analysis

An algorithm for boosting regression quantiles using asymmetric least absolute deviations, better known as pinball loss, is proposed. Existing approaches for boosting regression quantiles are essentially equal to least squares boosting of ...

We propose a hierarchical Bayesian (HB) model for multi-group analysis with group–specific, flexible regression functions. The lower–level (within group) and upper–level (between groups) regression functions have hierarchical Gaussian process ...