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Quantile Regression, Roger Koenker, Kevin F. Hallock
Quantile Regression, Roger Koenker, Kevin F. Hallock
Kevin F Hallock
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.