Estimating the conditional quantiles of outcome variables of interest is frequent in many research areas, and quantile regression is foremost among the utilized methods. The coefficients of a quantile ...
The strong consistency of regression quantile statistics (Koenker and Bassett [4]) in linear models with iid errors is established. Mild regularity conditions on the ...
Dr. James McCaffrey from Microsoft Research presents a complete end-to-end demonstration of neural network quantile regression. The goal of a quantile regression problem is to predict a single numeric ...