arxivstat.MLcs.AIcs.CVcs.LG2026-07-05
On Pairwise Quantile Regression - Statistical Guarantees and Applications
Romain Thérézien, Stephan Clémençon, Fantin Girard, Hamza El-Abdouni
Quantile regression provides a powerful tool for summarizing the conditional distribution of a real-valued random variable (r.v.) of interest $Y$ as a function of covariates $Z$ in cases where it shows a large dispersion with high probability, going beyond the situation where sta…