Quantile regression: applications and current research areas

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...

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Bibliographic Details
Main Authors: Yu, K., Lu, Zudi, Stander, J.
Format: Journal Article
Published: Blackwell Publishing 2009
Subjects:
Online Access:http://www.jstor.org/stable/4128208
http://hdl.handle.net/20.500.11937/2933
Description
Summary: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.