Quantile regression expresses the conditional quantiles of a dependent variable as a linear function of the explanatory variables. Crucial to the practicality ...
由 E Waldmann 著作 · 2018 · 被引用 121 次 — Abstract: Quantile regression quantifies the association of explanatory variables with a conditional quantile of a dependent variable without assuming any ...
A quantile regression model is used to estimate various quantile points in the data set such as the median, the 0.25-quantile point, the 0.95-quantile point ...
由 Y Wu 著作 · 2009 · 被引用 516 次 — In this work, we focus on the variable se- lection aspect of penalized quantile regression. Under some mild conditions, we demonstrate the oracle properties of ...