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  • HANDBOOK OF QUANTILE REGRESSION
    ebook
    HANDBOOK OF QUANTILE REGRESSION
    ROGER KOENKER
    Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute re...

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