The check loss function is used to define quantile regression. In cross-validation, it is also employed as a validation function when the true distribution is unknown. However, our empirical study ...

中文翻译：

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通过分位数回归中的模型选择改进检查损失以进行有效估计

检查损失函数用于定义分位数回归。在交叉验证中，当真实分布未知时，它也被用作验证函数。然而，我们的实证研究...