Conditional Quantile Estimation Based on Optimal Quantization: from Theory to Practice
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- Isabelle Charlier & Davy Paindaveine, 2014. "Conditional Quantile Estimation through Optimal Quantization," Working Papers ECARES ECARES 2014-28, ULB -- Universite Libre de Bruxelles.
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- Isabelle Charlier & Davy Paindaveine & Jérôme Saracco, 2016. "Multiple-Output Quantile Regression through Optimal Quantization," Working Papers ECARES ECARES 2016-18, ULB -- Universite Libre de Bruxelles.
- Isabelle Charlier & Davy Paindaveine & Jérôme Saracco, 2014. "QuantifQuantile; an R Package for Performing Quantile Regression through Optimal Quantization," Working Papers ECARES ECARES 2014-40, ULB -- Universite Libre de Bruxelles.
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Keywordsconditional quantiles; optimal quantization; nonparametric regression;
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