Western Europe. We demonstrate that a median quantile regression outperforms OLS given farm level data. The results suggest …

would confirm the usual result found for violent crimes in the literature), quantile regression uncovers that size and …

various measures of ex-post variation in asset prices as well as option-implied volatility. We work in the exible quantile … regression framework and rely on recently developed model-free measures of integrated variance, upside and downside semivariance …

subset of them suffice to construct a reasonable approximation of the unknown quantile regression function in the model. The … estimators of the quantile regression coefficient are asymptotically root-n normal, with variance equal to the semi …-parametric efficiency bound of the partially linear quantile regression model. In addition, the performance of the technique is illustrated …

This paper examines the effect of measurement error in the dependent variable on quantile regression, because unlike …

We propose a notion of conditional vector quantile function and a vector quantile regression. A conditional vector … version of U. The vector quantile regression (VQR) is a linear model for CVQF of Y given Z. Under correct specification, the …(Z) is a monotone map, the gradient of a convex function, and the quantile regression coefficients u --> ß(u) have the …