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.
Document Type
Article
Publication Date
9-2001
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Recommended Citation
“Quantile Regression,” (with Roger Koenker), The Journal of Economic Perspectives, 15(4), Fall 2001, 143-156