Quantile regression

By Victor Chernozhukov, Antonio F. Galvao, Xuming He, Zhijie Xiao. Journal of Econometrics, 2019

284 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/d25385b436d39761169f659b82a0c7118f90ac98

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Citations in the corpus

• Calibrating general posterior credible regions (2015, methodology): “This model specifies no parametric form for the conditional distribution of Y given X. Inference on the quantile regression coefficient θ may be carried out using asymptotic approximations (Koenker 2005, Theorem 4.1) or by using the bootstrap (Horowitz 1998).”