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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/
Dependencies: R (≥ 2.6), stats, SparseM
Related Software: R; SemiPar; MASS (R); robustbase; mboost; survival; GAMLSS; np; mgcv; CRAN; ggplot2; lqmm; bayesQR; nlme; fda (R); gamair; AER; Expectreg; SAS; BayesX
Referenced in: 146 Publications

Standard Articles

1 Publication describing the Software Year

all top 5

Referenced by 305 Authors

5 Alhamzawi, Rahim
4 Koenker, Roger W.
4 Kong, Linglong
4 Peng, Limin
4 Portnoy, Stephen L.
4 Šiman, Miroslav
3 Chernozhukov, Victor
3 Dette, Holger
3 Geraci, Marco
3 He, Xuming
3 Kato, Kengo
3 Lamarche, Carlos
3 Volgushev, Stanislav
3 Yu, Keming
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 Harding, Matthew C.
2 Honda, Toshio
2 Huang, Yijian
2 Jiang, Bei
2 Jurečková, Jana
2 Kneib, Thomas
2 Kuk, Anthony Yung Cheung
2 Leng, Chenlei
2 Martin, Ryan
2 Paindaveine, Davy
2 Santolino, Miguel
2 Sengupta, Bhaskar
2 Shang, Han Lin
2 Simonoff, Jeffrey S.
2 Tang, Yanlin
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 Arslan, Olcay
1 Attanasio, Massimo
1 Autchariyapanitkul, Kittawit
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 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 Chan, Timothy A.
1 Chen, Songnian
1 Cheng, Guang
1 Cheng, Qing
1 Chesher, Andrew
1 Chetverikov, Denis
1 Chi, Eric C.
1 Cho, Jin Seo
1 Claeskens, Gerda
1 Clement, Lieven
1 Cortina-Borja, Mario
1 Croon, Marcel A.
1 Croux, Christophe
1 Czado, Claudia
1 Dao, Mai
1 Das, Priyam
1 De Bastiani, Fernanda
1 de Carvalho, Miguel
1 de Neve, Jan
1 Dehbi, Hakim-Moulay
1 Del Castillo, Enrique
1 Díaz-Avalos, Carlos
1 Díaz, Iván
1 Ditzhaus, Marc
1 Dodd, Lori E.
1 Draper, David
1 Ehm, Werner
1 El Karoui, Noureddine
1 English, D. R.
1 Escanciano, Juan Carlos
1 Fan, Yali
...and 205 more Authors
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Referenced in 58 Serials

14 Computational Statistics and Data Analysis
11 Journal of Econometrics
8 Statistical Modelling
7 The Annals of Statistics
7 Journal of Statistical Computation and Simulation
7 Journal of Applied Statistics
6 Journal of the American Statistical Association
4 Biometrics
4 Electronic Journal of Statistics
4 The Annals of Applied Statistics
3 Annals of the Institute of Statistical Mathematics
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 Bernoulli
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Statistical Methods and Applications
2 Dependence Modeling
1 The American Statistician
1 Psychometrika
1 Econometrica
1 Journal of Computational and Applied Mathematics
1 Naval Research Logistics
1 Insurance Mathematics & Economics
1 International Journal of Approximate Reasoning
1 Machine Learning
1 Applications of Mathematics
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Lifetime Data Analysis
1 Journal of Nonparametric Statistics
1 Australian & New Zealand Journal of Statistics
1 The Econometrics Journal
1 Brazilian Journal of Probability and Statistics
1 Mathematical Modelling and Analysis
1 Advances and Applications in Statistics
1 OR Spectrum
1 SORT. 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 AStA. Advances in Statistical Analysis
1 Mathematical Programming Computation
1 Science China. Mathematics
1 Journal of Business and Economic Statistics
1 Journal of Agricultural, Biological, and Environmental 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 Use R!
1 SpringerBriefs in Finance

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