Quantile/expectile regression, and extreme data analysis
Quantile/expectile regression, and extreme data analysis
Quantile/expectile regression, and extreme data analysis
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LMS quantile <strong>regression</strong><br />
Introduction to quantile <strong>regression</strong> II<br />
Some motivation<br />
Economics, e.g., it has been used to study determinants of wages,<br />
discrimination effects, <strong>and</strong> trends in income inequality. See<br />
Koenker (2005) for more references.<br />
Education, e.g., the performance of students in public schools on<br />
st<strong>and</strong>ardized exams as a function of socio-economic variables such as<br />
parents’ income <strong>and</strong> educational attainment.<br />
Climate <strong>data</strong>, e.g., the Melbourne temperature <strong>data</strong> exhibits bimodal<br />
behaviour.<br />
© T. W. Yee (University of Auckl<strong>and</strong>) <strong>Quantile</strong>/<strong>expectile</strong> <strong>regression</strong>, <strong>and</strong> <strong>extreme</strong> <strong>data</strong> <strong>analysis</strong> 18 July 2012 @ Cagliari 4/101 4 / 101
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