Estimation of High Conditional Quantiles

• 作 者: DeyuanLi;
• 机 构: Department of Statistics, School of Management, Fudan University
• 出 处: The Third IMS-China International Conference on Statistics a
• 发表日期: 2011年期

　　Estimation of conditional quantiles at very high or low tails is of interest in numerous applications such as climate studies, finance and economics, medical coststudies,studies of infant birthweights.Quantile regression provides a convenient and direct tool to assess the impact of covariates at different tails of the response distribution.