Quantile regression (QR) fits a linear model for conditional quantiles just as ordinary least squares (OLS) fits a linear model for conditional means. An attractive ...

Bayesian quantile regression and statistical modelling represent a growing paradigm in contemporary data analysis, extending conventional regression by estimating various conditional quantiles rather ...

This paper proposes a nonparametric, kernel-based test of parametric quantile regression models. The test statistic has a limiting standard normal distribution if the parametric quantile model is ...