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 ...

Beta Regression: A regression model tailored for response variables bounded between 0 and 1, utilising the beta distribution to capture the underlying variability.

As a result, running linear and quantile regression yields similar results. (Note: the QR model uses the median quantile in this example.) But it’s another story when we add some outlier data ...

The quantile regression model is forward-looking in nature, as directly observable implied at-the-money and risk-reversal volatilities in the interdealer OTC FX options market are independent ...

Manuel Arellano, Stéphane Bonhomme, QUANTILE SELECTION MODELS WITH AN APPLICATION TO UNDERSTANDING CHANGES IN WAGE INEQUALITY, Econometrica, Vol. 85, No. 1 (January 2017), pp. 1-28 ... We propose a ...

First, we provide details of the quantile regression model for right-censored data, the inference, and the goodness of fit. Next, we illustrate the methodology with a reconstructed dataset from a ...

In this paper, we develop a unified variable selection approach for both least squares regression and quantile regression models with possibly varying coefficients. The developed method is carried out ...