Quantile and Expectile Regressions

Tomorrow afternoon, because Pavel Shevchenko is currently in Rennes, there will be a small workshop. I will present some recent work with Amadou Barry and Karim Oualkacha on quantile and expectile regressions (our work is more specifically on panel regressions, with random effect models, quantile QRRE and expectile ERRE) but tomorrow, it will be more an introduction.  Slides are available online.


Leave a Reply

Your email address will not be published. Required fields are marked *