A model-agnostic two-stage estimator links high-fidelity quantiles to low-fidelity ones via a covariate-dependent level function for faster convergence and better accuracy with limited high-fidelity data.
citation dossier
Journal of Business & Economic Statistics , volume=
1Pith papers citing it
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stat.MEtop field · 1 papers
UNVERDICTEDtop verdict bucket · 1 papers
why this work matters in Pith
Pith has found this work in 1 reviewed paper. Its strongest current cluster is stat.ME (1 papers). The largest review-status bucket among citing papers is UNVERDICTED (1 papers). For highly cited works, this page shows a dossier first and a bounded explorer second; it never tries to render every citing paper at once.
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stat.ME 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
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Multi-Fidelity Quantile Regression
A model-agnostic two-stage estimator links high-fidelity quantiles to low-fidelity ones via a covariate-dependent level function for faster convergence and better accuracy with limited high-fidelity data.