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.
OpenEdition suggests that you cite this post as follows:
Arthur Charpentier (November 30, 2016). Quantile and Expectile Regressions. Freakonometrics. Retrieved October 11, 2026 from https://doi.org/10.58079/ov5w