July 2008

Quantile Regression

July 29, 2008 | Quantitative Finance Collector

Quantile regression is a statistical technique intended to estimate, and conduct inference about, conditional quantile functions. Just as classical linear regression methods based on minimizing sums of squared residuals enable one to estimate models f... [Read more...]

Get your R on

July 14, 2008 | dan

useR! CONFERENCE, AUGUST 12-14 2008, DORTMUND GERMANY Impressive statistical computing types like Andrew Gelman, Gary King, and others will be presenting at this year’s useR! conference. Decision Science News might just have to hop over and check it out. The program looks great. Those interested in learning R might be ... [Read more...]

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