Abstract
Quantile regression (QR) is a statistical technique that allows to estimate conditional quantile functions (e.g., the conditional median function) and obtain statistical inference about them in much the same way as classical regression methods based on minimizing sums of residuals facilitate estimation of conditional mean functions.
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Čížek, P. (2000). Quantile Regression. In: XploRe® — Application Guide. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-57292-0_1
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DOI: https://doi.org/10.1007/978-3-642-57292-0_1
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