资讯

Matt Goldman, David M. Kaplan, Non-parametric inference on (conditional) quantile differences and interquantile ranges, using L-statistics, The Econometrics Journal, Vol. 21, No. 2 (2018), pp. 136-169 ...
ATHANASIOS KOTTAS, MILOVAN KRNJAJIĆ, Bayesian Semiparametric Modelling in Quantile Regression, Scandinavian Journal of Statistics, Vol. 36, No. 2 (June 2009), pp. 297-319 ...
One solution is to ditch the standard linear regression and replace it with quantile regression, which is less vulnerable to extreme data points. What’s the difference in these regressions?