Quantile Regression

Quantile Regression
Dr. Arthur Charpentier (UQàM)

This workshop will present quantile regression, and the idea of iterative least square estimation. It will present an illustration on climate change and hurricanes.

Learning Objectives

1. Basics on quantiles: definition, use of quantiles for monte carlo simulation, boxplots, confidence intervals, etc.

2. Present quantile regression and estimation issues. Application to hurricanes.

3. Get an introduction of outliers, bagplot and multivariate quantiles

Find the slides, script and data sets here:

https://sites.google.com/site/mcgillbgsa/workshops/quantile-regression