399 citations · 407 across the 9 of their papers we have counts for
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stat.ME2016★ 399 cited
Extremal Quantile Regression: An Overview
Victor Chernozhukov, Iván Fernández-Val, Tetsuya Kaji
Extremal quantile regression, i.e. quantile regression applied to the tails of the conditional distribution, counts with an increasing number of economic and financial applications…
stat.ME2016★ 1 cited
Generic Inference on Quantile and Quantile Effect Functions for Discrete Outcomes
Victor Chernozhukov, Iván Fernández-Val, Blaise Melly +1
Quantile and quantile effect functions are important tools for descriptive and causal analyses due to their natural and intuitive interpretation. Existing inference methods for the…