articleJournal of the Royal Statistical Society Series D (The Statistician)Aug 21, 2003Closed access

Quantile regression: applications and current research areas

KYKeming YuZLZudi LuJSJulian Stander

University of Plymouth · Academy of Mathematics and Systems Science

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Abstract

Summary. Quantile regression offers a more complete statistical model than mean regression and now has widespread applications. Consequently, we provide a review of this technique. We begin with an introduction to and motivation for quantile regression. We then discuss some typical application areas. Next we outline various approaches to estimation. We finish by briefly summarizing some recent research areas.

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694
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Authors

3

Topics & keywords

Topics
Keywords
  • Quantile regression
  • Quantile
  • Regression
  • Regression analysis
  • Econometrics
  • Computer science
  • Statistics
  • Estimation
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