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Quantile Regression
Abstract
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.
Date Issued
2001-09-01Subject
stats; statistics; regression; quantile; quintiles; percentiles; conditional quantile functions; distribution; covariates
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Type
article