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Kvantilová regrese×Regrese Lasso×
OborEkonometrieStrojové učení
RodinaRegression modelMachine learning
Rok vzniku19781996
TvůrceKoenker & BassettTibshirani, R.
TypConditional quantile regressionRegularized linear regression (L1 penalty)
Původní zdrojKoenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288. DOI ↗
Další názvyconditional quantile regression, regression quantiles, Kantil RegresyonLASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
Příbuzné54
ShrnutíQuantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.
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ScholarGatePorovnat metody: Quantile Regression · Lasso Regression. Získáno 2026-06-15 z https://scholargate.app/cs/compare