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On average derivative quantile regression

On average derivative quantile regression

For fixed $\alpha \epsilon (0, 1)$, the quantile regression function gives the $\alpha$th quantile $\theta_{\alpha}(\mathbf{x})$ in the conditional distribution of a response variable Y given the value $\mathbf{X} = \mathbf{x}$ of a vector of covariates. It can be used to measure the effect of covariates not only in the center …