Quantile Regression
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | quantreg |
Quantile Regression |
Statements
19 August 2023
0 references
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>.
0 references
expanded from: GPL (≥ 2) (English)
0 references
