most citedComposite Quantile Regression With XGBoost Using the Novel Arctan Pinball Loss

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stat.ML2024★ 2 cited

Composite Quantile Regression With XGBoost Using the Novel Arctan Pinball Loss

Laurens Sluijterman, Frank Kreuwel, Eric Cator +1

This paper explores the use of XGBoost for composite quantile regression. XGBoost is a highly popular model renowned for its flexibility, efficiency, and capability to deal with mi…