The weighting function is an average density of the dependent variable near the true conditional quantile. The weighted least squares interpretation of QR is used to derive an omitted variables bias ...

This paper proposes a nonparametric, kernel-based test of parametric quantile regression models. The test statistic has a limiting standard normal distribution if the parametric quantile model is ...

Bayesian Quantile Regression and Statistical Modelling Publication Trend The graph below shows the total number of publications each year in Bayesian Quantile Regression and Statistical Modelling.