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Miguel García-Villarino

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Open access Oct 2026

A Cox-Based Framework for Quantile Estimation

Quantile regression (QR) provides a flexible framework for characterizing conditional distributions and can offer useful insights for quantile estimation. In this paper, we provide intuition for the interpretation of QR by highlighting the approach that it is a reparameterization of more popular conditional cumulative...

R. Fernández-Iglesias, Sonia Pérez-Fernández, Miguel García-Villarino et al. · 0 citations

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