quantreg
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Quantreg
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>.
- Handbook of Quantile Regression
- Quantile Regression
Cited in
(only showing first 100 items - show all)- A smooth block bootstrap for quantile regression with time series
- On a log-symmetric quantile tobit model applied to female labor supply data
- Quantile regression.
- Multiple imputation for bounded variables
- Quantile and probability curves without crossing
- Locally weighted censored quantile regression
- Semiparametric regression during 2003--2007
- Semiparametric regression with R
- A parametric approach for estimating conditional probability distributions
- Bayesian nonparametric quantile regression using splines
- A quantile regression perspective on external preference mapping
- Bivariate box plots based on quantile regression curves
- Bayesian quantile regression for longitudinal count data
- A two-stage procedure to pool information across quantile levels in linear quantile regression
- Quantile and expectile smoothing based on L₁-norm and L₂-norm fuzzy transforms
- Infinite density at the median and the typical shape of stock return distributions
- Constrained quantile regression and heteroskedasticity
- Generalized accelerated failure time spatial frailty model for arbitrarily censored data
- Bayesian Lasso-mixed quantile regression
- On directional multiple-output quantile regression
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Nearly root-\(n\) approximation for regression quantile processes
- Nonparametric estimation of conditional medians for linear and related processes
- Discussion: A comparison of GAMLSS with quantile regression
- Exact computation of censored least absolute deviations estimator
- A Bayesian two-part quantile regression model for count data with excess zeros
- Understanding the effect of measurement error on quantile regressions
- Conjugate priors and variable selection for Bayesian quantile regression
- Simultaneous estimation of quantile curves using quantile sheets
- Modeling adverse birth outcomes via confirmatory factor quantile regression
- Asymptotic normality of Powell's kernel estimator
- A panel quantile approach to attrition bias in big data: evidence from a randomized experiment
- Regression analyses with R
- Quantile regression methods for recursive structural equation models
- Smoothed quantile regression for panel data
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Valid post-selection inference in high-dimensional approximately sparse quantile regression models
- The jackknife's edge: inference for censored regression quantiles
- The Lee-Carter quantile mortality model
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
- Nonlinear parameter optimization using R tools
- Bayesian variable selection and coefficient estimation in heteroscedastic linear regression model
- Forecast dominance testing via sign randomization
- Trend and Return Level of Extreme Snow Events in New York City
- Function-on-function partial quantile regression
- Probabilistic Index Models
- Efficient estimation of quantiles in missing data models
- Quantile regression with doubly censored data
- Bayesian variable selection and estimation in quantile regression using a quantile-specific prior
- Oracle estimation of a change point in high-dimensional quantile regression
- A generalized mixed model for skewed distributions applied to small area estimation
- Cross-validating fit and predictive accuracy of nonlinear quantile regressions
- Functional censored quantile regression
- A nonparametric approach for quantile regression
- Discussion
- A mathematical programming approach for improving the robustness of least sum of absolute deviations regression
- Conditional quantile processes based on series or many regressors
- Predicting the Whole Distribution with Methods for Depth Data Analysis Demonstrated on a Colorectal Cancer Treatment Study
- Estimating and testing a quantile regression model with interactive effects
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- High dimensional censored quantile regression
- Model selection in quantile regression models
- Two‐stage estimation of limited dependent variable models with errors‐in‐variables
- Survival Analysis With Quantile Regression Models
- Quantile regression for modelling distributions of profit and loss
- Bayesian quantile regression for censored data
- Averaged Autoregression Quantiles in Autoregressive Model
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- Variable selection in censored quantile regression with high dimensional data
- probsvm
- robustgam
- Quantity quantiles linear regression
- Further improvements in the calculation of censored quantile regressions
- Assessing dynamic covariate effects with survival data
- An application of parametric quantile regression to extend the two-stage quantile regression for ratemaking
- Laplace regression with censored data
- TRIPACK
- CLUSPLOT
- car
- ellipse
- leaps
- CAViaR
- DAAG
- ICSNP
- rms
- RLRsim
- quadprog
- factorQR
- emplik
- gbs
- Rmosek
- subselect
- gam
- logistf
- polywog
- Rfit
- mboost
- wle
- yacca
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