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Partial quantile regression

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  • Yadolah Dodge
  • Joe Whittaker

Abstract

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Suggested Citation

  • Yadolah Dodge & Joe Whittaker, 2009. "Partial quantile regression," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 70(1), pages 35-57, June.
    • Handle: RePEc:spr:metrik:v:70:y:2009:i:1:p:35-57
    DOI: 10.1007/s00184-008-0177-4
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    References listed on IDEAS

    as
    1. Koenker, Roger W & Bassett, Gilbert, Jr, 1978. "Regression Quantiles," Econometrica, Econometric Society, vol. 46(1), pages 33-50, January.
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    Cited by:

    1. Aguilera Morillo, María del Carmen, 2021. "A quantile based dimension reduction technique," DES - Working Papers. Statistics and Econometrics. WS 33469, Universidad Carlos III de Madrid. Departamento de Estadística.
    2. Ufuk Beyaztas & Han Lin Shang & Aylin Alin, 2022. "Function-on-Function Partial Quantile Regression," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(1), pages 149-174, March.
    3. Giglio, Stefano & Kelly, Bryan & Pruitt, Seth, 2016. "Systemic risk and the macroeconomy: An empirical evaluation," Journal of Financial Economics, Elsevier, vol. 119(3), pages 457-471.

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