On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

Natural Sciences, Biostatistics, Statistics +4

Bayesian quantile regression

Keming Yu, Rana Moyeed · Statistics & Probability Letters · 2001 · 996 citations

Composite quantile regression and the oracle model selection theory

Hui Zou, Ming Yuan · The Annals of Statistics · 2008 · 611 citations · Full text

Business, Biostatistics, Econometrics +14

Quantile and Probability Curves Without Crossing

Econometrica · 2010 · 370 citations

Natural Sciences, Economics, Econometrics +14

Quantile Curves without Crossing

Xuming He · The American Statistician · 1997 · 303 citations

Natural Sciences, Mathematics, Statistical Computing +11