This study considers an estimator for the asymptotic variance-covariance matrix in time-series quantile regression models which is robust to the presence of heteroscedasticity and autocorrelation. Whe
For many applications, it is valuable to assess whether the effects of exposures over time vary by quantiles of the outcome. We have previously shown that quantile methods complement the traditional m
In this paper, we consider the estimation problem of a tree model for multiple conditional quantile functions of the response. Using the GUIDE algorithm, the quantile regression tree (QRT) method has
This article proposes a new Multi-Kink Quantile Regression (MKQR) model which assumes different linear quantile regression forms in different regions of the domain of the threshold covariate but are s
