Is minimizing Koenker-Bassett error the only optimization problem that gives sample quantile?
9710
Quantile regression: Loss function
146722
Do two quantiles of a beta distribution determine its parameters?
156916
Intuitive and Formulaic Justification for the Rao-Blackwell Theorem
113598
Collatz optimization
84076
Basic intuition about minimal sufficient statistic
63716
A question in directional derivatives of a quantile regression object function
82493
Optimal Binning with respect to a given response variable
153646
Convex combination of cumulative distribution functions
125679
Weighted Root Mean Square Error
104390
How can we rewrite this optimization problem in standard form?
1731
Estimate model with dummies for whole sample versus model without dummies for each subsample
107219
Convergence in Distribution in Order Statistics
140391
Minimum sample size per cluster in a random effect model
106154
How to find quantiles and likelihoods of mixture distributions?
7740
The median minimizes the sum of absolute deviations (the $ {\ell}_{1} $ norm)
104008
Can the empirical Hessian of an M-estimator be indefinite?
101828
Expected value as a function of quantiles?