Quantiles are points taken at regular intervals from the cumulative distribution function (CDF) of a random variable. Dividing ordered data into q essentially equal-sized data subsets is the motivation for q-quantiles; the quantiles are the data values marking the boundaries between consecutive subsets.
Quantile Regression
Regression Quantile
Regression Quantiles
Regression quantiles
Parameter and Quantile Estimation for the Generalized Pareto Distribution
A smoothing iterative method for quantile regression with nonconvex $l_p$ penalty
Estimating effects of limiting factors with regression quantiles
CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles
CAViaR : conditional autoregressive value-at-Risk by regression quantiles
Counterfactual decomposition of changes in wage distributions using quantile regression
