Quantile Regression 40 Years On

Quantile Regression 40 Years On

A new survey paper prepared for Annual Reviews in Economics is available here.

A couple of moderately recent vignette like papers, one about selection modeling and another about group lasso are available here, and here,. A third vinaigrette about conformal quantile regression is available here.

Two other items of (somewhat dubious) historical interest are a conversation with Xuming He, prepared for the International Statistical Review, and a quantile regression memoir, written with Gib Bassett describing the early history of the quantile regression project, prepared for the (forthcoming) Handbook of Quantile Regression.

More interesting is the interview that Hira Koul and I did with Estate Khmaladze that is forthcoming in Statistical Science, which is available here.

Comments are, of course, always welcome.