Quantile estimation lies at the heart of statistical modelling when characterising the distributional properties of data beyond central tendency. By estimating the pth quantile—namely the value below ...
Quantile regression offers a versatile framework for characterising the full conditional distribution of a response variable by modelling specified quantiles rather than the mean alone. This approach ...
A compound Poisson distribution is the sum of independent and identically distributed random variables over a count variable that follows a Poisson distribution. Generally, this distribution is not ...