A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is
Quantile regression is an increasingly popular method for estimating the quantiles of a distribution conditional on the values of covariates. Regression quantiles are robust against the influence of outliers, and taken several at a time, they give a more complete picture of the conditional distribution than a single estimate of the center. The current paper first presents an iterative algorithm for finding sample quantiles without sorting and then explores a generalization of the algorithm todoi:10.2307/1390613 fatcat:s6sgfipr3zh4bgrskupsx6s5hq