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	Robust Kvantilregression	Kvantilregression
Ämnesområde	Statistik	Ekonometri
Familj	Regression model	Regression model
Ursprungsår	1993–1997	1978
Upphovsperson	Koenker & Bassett (1978); robust extensions by Machado (1993) and He (1997)	Koenker & Bassett
Typ	Robust semiparametric regression	Conditional quantile regression
Ursprungskälla	Koenker, R. (2005). Quantile Regression. Cambridge University Press. ISBN: 978-0521608275	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
Alias	robust QR, outlier-resistant quantile regression, bounded-influence quantile regression, RQR	conditional quantile regression, regression quantiles, Kantil Regresyon
Närliggande	6	5
Sammanfattning	Robust Quantile Regression estimates conditional quantiles of a response variable while simultaneously downweighting the influence of outliers. By combining the asymmetric loss function of standard quantile regression with bounded-influence or M-estimation weights, it provides reliable quantile estimates even when data contain extreme observations or heavy-tailed error distributions.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.