Quantile regression: applications and current research areas

被引：383

作者：

Yu, KM

Lu, ZD

Stander, J

机构：

[1] Univ Plymouth, Dept Math & Stat, Plymouth PL4 8AA, Devon, England

[2] Chinese Acad Math & Syst Sci, Beijing, Peoples R China

来源：

JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES D-THE STATISTICIAN | 2003年 / 52卷

关键词：

check function; conditional distribution; quantile; regression fitting; skew distribution;

D O I：

10.1111/1467-9884.00363

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：331 / 350

页数：20

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