Wednesday, January 13, 2021

Two new vinaigrettes

 I've added two new vinaigrettes to the growing list at http://www.econ.uiuc.edu/~roger/research/vinaigrettes/vinaigrette.html

One is a survey of currently available methods for estimation and inference for quantile regression, the other is about computational methods for univariate quantiles.  Both incorporate some new methods in my quantreg package.  As usual there is an element of samo-kritika  to these notes, since they try to reflect several drawbacks of the current state of affairs, not just the successes.