
quantreg
 Referenced in 162 articles
[sw04356]
 inference methods for models of conditional quantiles: Linear and nonlinear parametric and nonparametric (total ... variation penalized) models for conditional quantiles of a univariate response and several methods for handling...

CAViaR
 Referenced in 191 articles
[sw04424]
 CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... quantile of future portfolio values conditional on current information, the conditional autoregressive value at risk...

qrcm
 Referenced in 14 articles
[sw16728]
 quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables of interest is frequent...

Quantregforest
 Referenced in 6 articles
[sw14249]
 based ensemble method for estimation of conditional quantiles. It is particularly well suited for high...

Qtools
 Referenced in 4 articles
[sw27689]
 Quantiles. Functions for unconditional and conditional quantiles. These include methods for transformationbased quantile regression...

extremefit
 Referenced in 1 article
[sw40017]
 package extremefit: Estimation of Extreme Conditional Quantiles and Probabilities. Extreme value theory, nonparametric kernel estimation ... tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities...

McSpatial
 Referenced in 2 articles
[sw16522]
 package McSpatial. Locally weighted regression, semiparametric and conditionally parametric regression, fourier and cubic spline functions ... density functions and counterfactuals, nonparametric quantile regression and conditional density functions, MachadoMata decomposition ... quantile regressions, spatial AR model, repeat sales models, conditionally parametric logit and probit...

quantreg.nonpar
 Referenced in 1 article
[sw37935]
 models. Provides point estimates of the conditional quantile function and its derivatives based on series...

forestError
 Referenced in 1 article
[sw39014]
 squared prediction errors, conditional biases, and conditional quantiles, by outofbag weighting...

ivqte
 Referenced in 2 articles
[sw37478]
 distinguish four cases involving conditional and unconditional quantile treatment effects with either exogenous or endogenous...

exactRankTests
 Referenced in 4 articles
[sw24795]
 Permutation Tests. Computes exact conditional pvalues and quantiles using an implementation of the Shift...

quantilogram
 Referenced in 25 articles
[sw25152]
 inference tools to do this under general conditions, and it can also be used ... based on comparing the correlogram of quantile hits to a pointwise confidence interval...

BayesLN
 Referenced in 1 article
[sw40972]
 original data scale (like mean and quantiles) do not have posterior moments that are finite (Fabrizi ... estimate several kind of means (unconditional, conditional and conditional ... under a mixed model) and quantiles (unconditional and conditional) are provided...

ReGenesees
 Referenced in 1 article
[sw18868]
 conditional and joint), Ratios, Shares and Ratios of Shares, Multiple Regression Coefficients and Quantiles. Automated...

Counterfactual
 Referenced in 1 article
[sw19812]
 conditional distribution of the outcome given the covariates. They can be applied to estimate quantile...

quantspec
 Referenced in 5 articles
[sw14419]
 Quantilebased spectral analysis: asymptotic theory and computation. In this thesis an alternative method ... information they provide about the conditional distribution the new approach clearly outreaches the traditional, covariance...

poparms
 Referenced in 2 articles
[sw37460]
 Estimation of multivalued treatment effects under conditional independence. This article discusses the poparms command, which ... property. Our implementation jointly estimates means and quantiles of the potential outcome distributions, allowing...

copBasic
 Referenced in 1 article
[sw15588]
 bicopula are provided; simulation by the conditional distribution method thus is supported. Bicopula Ccomposition, convex ... comoments for copula inference are available. Quantile and median regressions for V with respect...

CSDP
 Referenced in 206 articles
[sw00169]
 CSDP, A C Library for Semidefinite Programming. This...

EViews
 Referenced in 39 articles
[sw00254]
 Eviews supports general statistical analysis and econometric analyses...