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Quantile Regression - Theory, Implementations, and Applications
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Organization: | Sezmi Corporation |
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Wolfram Technology Conference 2014
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Champaign, Illinois, USA
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In this talk we are going to discuss the theory, implementation, and application of quantile regression. We can say that least squares linear regression corresponds to finding the mean of a single distribution. Similarly, quantile regression corresponds to finding quantiles of a single distribution. Quantile regression is more robust than linear regression and using quantile regression curves we can obtain more complete pictures of the distributions we analyze.
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http://www.wolfram.com/events/technology-conference/2014
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| WTC14 Quantile regression_AntonAntonov.nb (5.5 MB) - Mathematica Notebook |
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