quantreg swMATH ID: 4356 Software Authors: Roger Koenker Description: R package quantreg: Quantile Regression. Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included. Homepage: http://cran.r-project.org/web/packages/quantreg/ Source Code: https://github.com/cran/quantreg Dependencies: R (≥ 2.6), stats, SparseM Related Software: R; SemiPar; MASS (R); GAMLSS; survival; mgcv; mboost; robustbase; nlme; lme4; CRAN; np; VGAM; ggplot2; AER; fda (R); Expectreg; lqmm; gam; BayesX Cited in: 159 Documents Standard Articles 1 Publication describing the Software Year all top 5 Cited by 335 Authors 5 Alhamzawi, Rahim 5 Peng, Limin 4 Koenker, Roger W. 4 Kong, Linglong 4 Lamarche, Carlos 4 Portnoy, Stephen L. 4 Šiman, Miroslav 3 Chernozhukov, Victor 3 Dette, Holger 3 Geraci, Marco 3 He, Xuming 3 Honda, Toshio 3 Jurečková, Jana 3 Kato, Kengo 3 Volgushev, Stanislav 3 Yu, Keming 2 Arslan, Olcay 2 Belloni, Alexandre 2 Beyaztas, Ufuk 2 Cai, Yuzhi 2 Eilers, Paul H. C. 2 Fernández-Val, Iván 2 Fried, Roland 2 Giloni, Avi 2 Güney, Yeşim 2 Harding, Matthew C. 2 Huang, Yijian 2 Jantre, Sanket R. 2 Jiang, Bei 2 Kneib, Thomas 2 Kuk, Anthony Yung Cheung 2 Leng, Chenlei 2 Martin, Ryan 2 Paindaveine, Davy 2 Picek, Jan 2 Ruppert, David 2 Santolino, Miguel 2 Schindler, Martin 2 Sengupta, Bhaskar 2 Shang, Han Lin 2 Simonoff, Jeffrey S. 2 Tang, Yanlin 2 Wand, Matthew P. 2 Wang, Huixia Judy 2 Wang, Lan 2 Zhang, Jiajia 2 Zhu, Zhongyi 1 Alfons, Andreas 1 Alhusseini, Fadel Hamid Hadi 1 Alin, Aylin 1 Allyas, Intisar Ibrahim 1 Alshaybawee, Taha 1 Amaral Turkman, Maria Antónia 1 Amerise, Ilaria Lucrezia 1 Attanasio, Massimo 1 Autchariyapanitkul, Kittawit 1 Azzalini, Adelchi 1 Backes, Michael 1 Baione, Fabio 1 Beasley, John E. 1 Ben Taieb, Souhaib 1 Berglund, Andrew J. 1 Bergsma, Wicher Pieter 1 Berk, Richard A. 1 Bhattacharya, Shrijita 1 Biancalana, Davide 1 Bilias, Yannis 1 Billor, Nedret 1 Bloznelis, Daumantas 1 Boček, Pavel 1 Bottai, Matteo 1 Brantley, Halley L. 1 Brown, Jonathon D. 1 Burer, Samuel 1 Burgette, Lane F. 1 Cai, Zongwu 1 Carroll, Raymond James 1 Castro-Camilo, Daniela 1 Chan, Timothy A. 1 Charpentier, Arthur 1 Chen, Songnian 1 Cheng, Guang 1 Cheng, Qing 1 Chesher, Andrew 1 Chetverikov, Denis 1 Chi, Eric C. 1 Cho, Jin Seo 1 Cho, Seongjin 1 Claeskens, Gerda 1 Clement, Lieven 1 Cortina-Borja, Mario 1 Croon, Marcel A. 1 Croux, Christophe 1 Cunha, Danúbia R. 1 Czado, Claudia 1 Dao, Mai 1 Das, Priyam 1 Davino, Cristina 1 De Bastiani, Fernanda 1 de Carvalho, Miguel ...and 235 more Authors all top 5 Cited in 61 Serials 14 Computational Statistics and Data Analysis 12 Journal of Econometrics 8 Journal of Statistical Computation and Simulation 8 Journal of Applied Statistics 8 Statistical Modelling 7 The Annals of Statistics 7 Journal of the American Statistical Association 4 Annals of the Institute of Statistical Mathematics 4 Biometrics 4 Electronic Journal of Statistics 4 The Annals of Applied Statistics 3 Journal of Multivariate Analysis 3 Journal of Statistical Planning and Inference 3 Computational Statistics 3 Test 3 Scandinavian Actuarial Journal 3 Journal of Machine Learning Research (JMLR) 2 Biometrical Journal 2 Lifetime Data Analysis 2 Bernoulli 2 Journal of the Royal Statistical Society. 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Statistics and Operations Research Transactions 1 Thai Journal of Mathematics 1 Econometric Society Monographs 1 Statistical Analysis and Data Mining 1 Journal of Statistical Theory and Practice 1 Mathematical Programming Computation 1 Science China. Mathematics 1 Journal of Business and Economic Statistics 1 Journal of Probability and Statistics 1 Sankhyā. Series B 1 Statistics and Computing 1 Springer Series in Statistics 1 Journal of Statistical Distributions and Applications 1 SpringerBriefs in Finance 1 Chapman & Hall/CRC The R Series all top 5 Cited in 10 Fields 151 Statistics (62-XX) 17 Numerical analysis (65-XX) 12 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Operations research, mathematical programming (90-XX) 5 Probability theory and stochastic processes (60-XX) 5 Computer science (68-XX) 3 Biology and other natural sciences (92-XX) 1 Integral transforms, operational calculus (44-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year