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Computational Statistics and Data Analysis

Subject Areas: Computational Theory and Mathematics
ISSN: 0167-9473
SJR: 118

Open Access

Journal Article

Ensemble Quantile Classifier

Lai, Yuanhao; McLeod, Ian

2019 Statistics

doi:10.1016/j.csda.2019.106849

Abstract: Both the median-based classifier and the quantile-based classifier are useful for discriminating high-dimensional data with heavy-tailed or skewed inputs. But these methods are restricted as they assign equal weight to each variable in an unregularized way. The ensemble quantile...

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