Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics

DOI10.1016/S0304-4076(99)00043-3zbMath0977.62114MaRDI QIDQ1574221

Roger W. Koenker

Publication date: 22 November 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

linear programmingquantile regressioninterior point methodsregression depthleast absolute error regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99) Applications of mathematical programming (90C90)

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Uses Software

• COBS
• Algorithm 478

Cites Work

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