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Mini-Workshop: Frontiers in Quantile Regression

dc.date.accessioned2019-10-24T14:35:56Z
dc.date.available2019-10-24T14:35:56Z
dc.date.issued2012
dc.identifier.urihttp://publications.mfo.de/handle/mfo/3328
dc.description.abstractQuantiles play an essential role in modern statistics, as emphasized by the fundamental work of Parzen (1978) and Tukey (1977). Quantile regression was introduced by Koenker and Bassett (1978) as a complement to least squares estimation (LSE) or maximum likelihood estimation (MLE) and leads to far-reaching extensions of ”classical” regression analysis by estimating families of conditional quantile surfaces, which describe the relation between a one-dimensional response y and a high dimensional predictor x. Since its introduction quantile regression has found great attraction in mathematical and applied statistics because of its natural interpretability and robustness, which yields attractive applications in such important areas as medicine, economics, engineering and environmental modeling. Although classical quantile regression theory is very well developed, the implicit definition of quantile regression still yields many new mathematical challenges such as multivariate, censored and longitudinal data, which were discussed during the workshop.
dc.titleMini-Workshop: Frontiers in Quantile Regression
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.de
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.en
dc.identifier.doi10.14760/OWR-2012-56
local.series.idOWR-2012-56
local.subject.msc62
local.sortindex768
local.date-range25 Nov - 01 Dec 2012
local.workshopcode1248b
local.workshoptitleMini-Workshop: Frontiers in Quantile Regression
local.organizersVictor Chernozhukov, Boston; Holger Dette, Bochum; Xuming He, Ann Arbor; Roger Koenker, Champaign
local.report-nameWorkshop Report 2012,56
local.opc-photo-id1248b
local.publishers-doi10.4171/OWR/2012/56
local.ems-referenceChernozhukov Victor, Dette Holger, He Xuming, Koenker Roger: Mini-Workshop: Frontiers in Quantile Regression. Oberwolfach Rep. 9 (2012), 3339-3373. doi: 10.4171/OWR/2012/56


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