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Full-Text Articles in Social and Behavioral Sciences
Quantile Regression, Kevin F. Hallock, Roger Koenker
Quantile Regression, Kevin F. Hallock, Roger Koenker
Economics Faculty Publications
Quantile regression as introduced by Koenker and Bassett seeks to extend ideas of quantiles to the estimation of conditional quantile functions--models in which quantiles of the conditional distribution of the response variable are expressed as functions of observed covariates.