Quantile Regression

Roger Koenker, Q. (2005). Quantile Regression. Cambridge University Press.

Type

Book

Intellectual base

Review or monograph

Year

2005

DOI

10.1017/cbo9780511754098

ISBN

9780511754098

Link

https://doi.org/10.1017/cbo9780511754098

Cited by

1 citation across 1 artifact.

Domain-specific

• Least absolute deviations
  • For example, the distinction between constitutive identity and a convenient observable transfers from For an intercept-only model, any sample median minimizes the sum of absolute deviations. to Linear LAD regression can be written as a linear program using nonnegative positive and negative residual variables..

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Registry ID ref:442b192ed372 · see in the full table