Mean Absolute Percentage Error for regression models

Regression Quantiles

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

Natural Sciences, Biostatistics, Statistics +4

Robust Estimation of a Location Parameter

Peter J. Huber · The Annals of Mathematical Statistics · 1964 · 7K citations · Full text

Business, Decision Sciences, Spatial Statistics +14

Nonparametric quantile estimation

ANU Open Research (Australian National University) · 2006 · 377 citations · Full text

Natural Sciences, Mathematics, Econometrics +16

Quantile Regression in Reproducing Kernel Hilbert Spaces

Youjuan Li, Yufeng Liu, Ji Zhu · Journal of the American Statistical Association · 2007 · 208 citations

Natural Sciences, Biostatistics, Quantitative Finance +13