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Article
Quantile Regression
Faculty Publications - Human Resource Studies
  • Roger Koenker, University of Illinois at Urbana-Champaign
  • Kevin F. Hallock, Cornell University
Publication Date
9-1-2001
Abstract

Quantile regression as introduced by Koenker and Bassett seeks to extend ideas of quantiles to the estimation of conditional quantile functions--models in which quantiles of the conditional distribution of the response variable are expressed as functions of observed covariates.

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Suggested Citation
Koenker, R., & Hallock, K. (2001). Quantile regression [Electronic version]. Journal of Economic Perspectives, 15(4), 143-156.
http://digitalcommons.ilr.cornell.edu/hrpubs/19/

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Citation Information
Roger Koenker and Kevin F. Hallock. "Quantile Regression" (2001)
Available at: http://works.bepress.com/kevin_hallock/13/