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Quantile Regression

Posted: Wed Apr 04, 2012 5:15 am
by irulishka
Hello. My question about the mathematics of the method/
could you describe me how the linear proramming task for quantille regression is defined? I need to know the restrictions itself, restrictions quantity and type.

Re: Quantile Regression

Posted: Wed Apr 04, 2012 9:55 am
by EViews Glenn
Look at the references that we cite in the manual. I would start with the Koenker and Hallock article and the Koenker book.