To date the literature on quantile regression and least absolute deviation regression has assumed either explicitly or implicitly that the conditional quantile regression model is correctly specified. When the model is misspecified, confidence intervals and hypothesis tests based on the conventional covariance matrix are invalid. Although misspecification is a generic phenomenon and correct spe...

In this paper, we explore the use of M-quantile regression and M-quantile coefficients to detect statistical differences between temporal curves that belong to different experimental conditions. In particular, we consider the application of temporal gene expression data. Here, the aim is to detect genes whose temporal expression is significantly different across a number of biological condition...

We introduce the local composite quantile regression (LCQR) to causal inference in discontinuity (RD) designs. Kai, Li and Zou study efficiency property of LCQR, while we show that its nice boundary performance translates accurate estimation treatment effects RD under a variety data generating processes. Moreover, propose bias-corrected standard error-adjusted t-test for inference, which leads ...

An algorithm for time-adaptive quantile regression is presented. The algorithm is based on the simplex algorithm, and the linear optimization formulation of the quantile regression problem is given. The observations have been split to allow a direct use of the simplex algorithm. The simplex method and an updating procedure are combined into a new algorithm for time-adaptive quantile regression,...

Climate change may lead to changes in several aspects of the distribution of climate variables, including changes in the mean, increased variability, and severity of extreme events. In this paper, we propose using spatiotemporal quantile regression as a flexible and interpretable method for simultaneously detecting changes in several features of the distribution of climate variables. The spatio...

We address a quantile dependent prior for Bayesian quantile regression. We extend the idea of the power prior distribution in Bayesian quantile regression by employing the likelihood function that is based on a location-scale mixture representation of the asymmetric Laplace distribution. The propriety of the power prior is one of the critical issues in Bayesian analysis. Thus, we discuss the pr...