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 ...
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 ...
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 ...