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Régression quantile
+++++++++++++++++++

(*à venir*)

*Lectures*

* `Régression quantile <http://www.xavierdupre.fr/app/mlstatpy/helpsphinx/c_garden/regression_quantile.html>`_
* `La régression quantile en pratique <https://www.insee.fr/fr/statistiques/fichier/1381107/doc_regression_quantile.pdf>`_
* `Quantile Regression, 40 years on <http://www.econ.uiuc.edu/~roger/courses/NIPE/handouts/QR40.pdf>`_
* `Extensions of the Markov chain marginal bootstrap <https://www.researchgate.net/publication/23635751_Extensions_of_the_Markov_chain_marginal_bootstrap>`_
* `Iteratively reweighted least squares <https://en.wikipedia.org/wiki/Iteratively_reweighted_least_squares>`_
* `Robust Penalized Quantile Regression Estimation for Panel Data <http://www.wise.xmu.edu.cn/PANEL2007/paper/LAMARCHE(CARLOS).pdf>`_
* `Adaptive LASSO model selection in a multiphase quantile regression <https://arxiv.org/abs/1309.1262>`_
* `Monotone Least Squares and Isotonic Quantiles <https://arxiv.org/abs/1901.02398>`_

*Modules*

* `statsmodels <http://www.statsmodels.org/stable/generated/statsmodels.regression.quantile_regression.QuantReg.html>`_