Qest

Authors Gianluca Sottile, Paolo Frumento

Last update 29 October 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.0.0, 1.0.1, PACKAGES.rds, 1.0.2, PACKAGES.rds, 2.0.0

Description

Quantile-based estimators (Q-estimators) fit any parametric distribution through its quantile function, by minimizing the integrated loss of quantile regression. They are usually more robust than maximum likelihood estimators, and allow for censored and truncated data. The package implements user-defined quantile functions, built-in families (normal, gamma, continuous Poisson, uniform), linear models and proportional hazards models. The method is described in Sottile and Frumento (2022) <doi:10.1016/j.csda.2022.107471>.

Cites work

Robust estimation and regression with parametric quantile functions

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