Quantile Regression Tree
Applications
2024-07-30 v2
Abstract
This study introduces and evaluates the Quantile Regressor Tree (QRT), a novel methodology merging the robust characteristics of quantile regression with the versatility of decision trees. The quantile regressor tree introduces non-linearity to the quantile regression due to the splitting by features in the decision tree, enhancing flexibility while maintaining interpretability. The quantile regression tree gives a parametric and non-parametric mixture of estimating conditional quantiles for high-dimensional predictor variables.
Cite
@article{arxiv.2402.14955,
title = {Quantile Regression Tree},
author = {Jaachinma Okafor and Lateefah Isegen and Ark Ifeanyi},
journal= {arXiv preprint arXiv:2402.14955},
year = {2024}
}