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Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation penalized) models
for conditional quantiles of a univariate response and several methods for handling
censored survival data.  Portfolio selection methods based on expected shortfall
risk are also included.

Roger Koenker

quantreg

Quantile Regression

Stephen Portnoy

Achim Zeileis

Philip Grosjean

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