quantreg (Q16533): Difference between revisions
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Created claim: source code repository (P339): https://github.com/cran/quantreg, #quickstatements; #temporary_batch_1711027662947 |
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point in time: 31 August 2023
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Latest revision as of 19:12, 21 March 2024
Quantile Regression
Language | Label | Description | Also known as |
---|---|---|---|
English | quantreg |
Quantile Regression |
Statements
19 August 2023
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Estimation and inference methods for models for conditional quantile functions: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, <doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <doi:10.1201/9781315120256>.
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expanded from: GPL (≥ 2) (English)
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