Meng Qi, Ying Cao, Zuo-Jun Max Shen. Distributionally Robust Conditional Quantile Prediction with Fixed Design. Management Science, 68(3):1639-1658, 2022. [doi]
@article{QiCS22,
title = {Distributionally Robust Conditional Quantile Prediction with Fixed Design},
author = {Meng Qi and Ying Cao and Zuo-Jun Max Shen},
year = {2022},
doi = {10.1287/mnsc.2020.3903},
url = {https://doi.org/10.1287/mnsc.2020.3903},
researchr = {https://researchr.org/publication/QiCS22},
cites = {0},
citedby = {0},
journal = {Management Science},
volume = {68},
number = {3},
pages = {1639-1658},
}