Quantile Regression
Quantile Regression is a statistical regression method that models the conditional quantiles of a dependent variable's distribution as functions of independent variables, thereby providing a more comprehensive analysis of the relationship between variables beyond the conditional mean.
5.6K
Publications
321.8K
Citations
14.5K
Authors
4.3K
Institutions
Publications per year
2017–2026
2.9K
Variants
Qr
Parents
5.6K
Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations
Roger Koenker, Kevin F. Hallock · The Journal of Economic Perspectives · 2001 · 4.3K citations
Trevor Hastie, Robert Tibshirani · Statistical Science · 1986 · 3.4K citations
Mostly Harmless Econometrics: An Empiricist's Companion
Jan Kmenta · Business Economics · 2010 · 2.6K citations
Robert F. Engle, Simone Manganelli · Journal of Business and Economic Statistics · 2004 · 2.2K citations
Management, Finance, Risk Management +17
1–5 of 5.6K
14.5K
University of Illinois Urbana-Champaign, United States
39 publications · 10.1K citations
33
h-index
26
h-index
Massachusetts Institute of Technology, United States
36 publications · 6K citations
25
h-index
24
h-index
23
h-index
1–5 of 14.5K
4.3K
University of Illinois Urbana-Champaign
Urbana, United States
43 h-index
101 publications
12.3K citations
Massachusetts Institute of Technology
Cambridge, United States
32 h-index
65 publications
11.6K citations
Cyprus International University
Nicosia, Cyprus
32 h-index
50 publications
3.7K citations
North Carolina State University
Raleigh, United States
30 h-index
86 publications
6.4K citations
IZA - Institute of Labor Economics
Bonn, Germany
30 h-index
92 publications
3.6K citations
Harvard University
Cambridge, United States
30 h-index
103 publications
7.2K citations
University College London
London, United Kingdom
28 h-index
86 publications
4.7K citations
University of Lisbon
Lisbon, Portugal
28 h-index
49 publications
2.2K citations
1–8 of 4.3K
112 publications · 15.2K citations
61
h-index
79 publications · 10.4K citations
48
h-index
Repository · 199 publications · 6.5K citations
42
h-index
57 publications · 6.4K citations
40
h-index
ESPR · 61 publications · 4.7K citations
36
h-index
1–5