Quantile regression explained: Estimating conditional quantiles (Excel)

Описание к видео Quantile regression explained: Estimating conditional quantiles (Excel)

Quantile regression is an intuitive and flexible data analysis tool first proposed by Roger Koenker in 1978. Unlike linear regression that estimates conditional mean, quantile regression can be used to estimate the conditional median or any conditional quantile or percentile of your data. Today we are learning how to apply quantile regression in Excel, estimate its loss function, covariance matrix, and standard errors, and discuss its applications in finance and risk management.



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