bibliography.bib

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} 
@book{matloff2017,
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  publisher = {Chapman \& Hall},
  title = {From Linear Models to Machine Learning},
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}
@Manual{NBR1465301,
  address={Rio de Janeiro},
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}
@Manual{NBR1465302,
	Address = {Rio de Janeiro},
	Author = {ABNT},
	Month = {fev.},
	Org-Short = {ABNT},
	Organization = {Associação Brasileira de Normas Técnicas},
	Pages = {4},
	Subtitle = {Avaliação de Bens -- Parte 2: Imóveis Urbanos},
	Title = {{NBR} 14653-2},
	Year = {2011}
}
@book{hochheim,
  Address = {Florianópolis},
  Author = {Norberto Hochheim},
  Title = {Engenharia de Avaliações - Módulo Básico},
  Publisher = {IBAPE - SC},
  Year = {2015}
}
@book{faraway2004linear,
  title={Linear Models with {R}},
  author={Faraway, J.J.},
  isbn={9780203507278},
  lccn={2004051916},
  series={Chapman \& Hall/CRC Texts in Statistical Science},
  url={https://books.google.com.br/books?id=fvenzpofkagC},
  year={2004},
  publisher={Taylor \& Francis}
}
@article{STIGLER197731,
	title = "An attack on {G}auss, published by {L}egendre in 1820",
	journal = "Historia Mathematica",
	volume = "4",
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	pages = "31 - 35",
	year = "1977",
	issn = "0315-0860",
	doi = "https://doi.org/10.1016/0315-0860(77)90032-5",
	url = "http://www.sciencedirect.com/science/article/pii/0315086077900325",
	author = {Stephen M. Stigler}
}
@article{tortoise,
 ISSN = {08834237},
 URL = {http://www.jstor.org/stable/2246216},
 author = {Stephen Portnoy and Roger W Koenker},
 journal = {Statistical Science},
 number = {4},
 pages = {279--296},
 publisher = {Institute of Mathematical Statistics},
 title = {The {G}aussian {H}are and the {L}aplacian {T}ortoise: Computability of Squared- Error versus Absolute-Error Estimators},
 volume = {12},
 year = {1997}
}
@ARTICLE{koenker1978,
  title = {Regression Quantiles},
  author = {Koenker, Roger W and Bassett, Gilbert},
  year = {1978},
  journal = {Econometrica},
  volume = {46},
  number = {1},
  pages = {33-50},
  url = {https://EconPapers.repec.org/RePEc:ecm:emetrp:v:46:y:1978:i:1:p:33-50}
}
@article{qr,
  Author = {Koenker, Roger W and Hallock, Kevin F.},
  Title = {Quantile Regression},
  Journal = {Journal of Economic Perspectives},
  Volume = {15},
  Number = {4},
  Year = {2001},
  Month = {December},
  Pages = {143-156},
  DOI = {10.1257/jep.15.4.143},
  URL = {http://www.aeaweb.org/articles?id=10.1257/jep.15.4.143}
}
@article{koenker2000,
	title = "Galton, Edgeworth, Frisch, and prospects for quantile regression in econometrics",
	journal = "Journal of Econometrics",
	volume = "95",
	number = "2",
	pages = "347 - 374",
	year = "2000",
	issn = "0304-4076",
	doi = "https://doi.org/10.1016/S0304-4076(99)00043-3",
	url = "http://www.sciencedirect.com/science/article/pii/S0304407699000433",
	author = "Roger W Koenker",
	keywords = "Least absolute error regression, Quantile regression, Regression depth, Interior point methods, Linear programming"
}
@book{dasGupta,
  title = {Asymtotic Theory of Statistics and Probability},
  author = {Anirban DasGupta},
  publisher = {Springer},
  doi = {10.1007/978-0-387-75971-5},
  local = {New York},
  year = {2008}
}
@article{mim,
	author = {Roger W Koenker},
	title = {The Median Is the Message: Wilson and Hilfertys Experiments on the Law of Errors},
	journal = {The American Statistician},
	volume = {63},
	number = {1},
	pages = {20-25},
	year  = {2009},
	publisher = {Taylor \& Francis},
	doi = {10.1198/tast.2009.0004},
	URL = {https://doi.org/10.1198/tast.2009.0004},
	eprint = {https://doi.org/10.1198/tast.2009.0004}
}
@article{stigler1981,
  author = {Stigler, Stephen M.},
  doi = "10.1214/aos/1176345451",
  fjournal = "The Annals of Statistics",
  journal = "Ann. Statist.",
  month = "05",
  number = "3",
  pages = "465--474",
  publisher = "The Institute of Mathematical Statistics",
  title = "Gauss and the Invention of Least Squares",
  url = "https://doi.org/10.1214/aos/1176345451",
  volume = "9",
  year = "1981"
}
@book{stigler1986,
  author = {Stephen M. Stigler},
  title = {The History of Statistics},
  subtitle = {The Measurement of Uncertainty before 1900},
  pages = {410},
  publisher = {The Belknap Press of Harvard University Press},
  address = { Cambridge, Mass., \& London, England},
  isbn = {0674403401},
  year = {1986}
}
@article{Zietz,
  title = {Determinants of House Prices: A Quantile Regression Approach},
  author = {Zietz, Joachim and Zietz, Emily Norman and Sirmans, G. Stacy},
  year = {2008},
  journal = {The Journal of Real Estate Finance and Economics},
  volume = {37},
  number = {4},
  pages = {317-333},
  keywords = {Hedonic price function; Quantile regression; Spatial lag; R31; C21; C29},
  url = {https://EconPapers.repec.org/RePEc:kap:jrefec:v:37:y:2008:i:4:p:317-333}
}
@article{QReco,
 ISSN = {15409295},
 URL = {http://www.jstor.org/stable/3868138},
 author = {Brian S. Cade and Barry R. Noon},
 journal = {Frontiers in Ecology and the Environment},
 number = {8},
 pages = {412--420},
 publisher = {Ecological Society of America},
 title = {A Gentle Introduction to Quantile Regression for Ecologists},
 volume = {1},
 year = {2003}
}
@article{james1973,
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 URL = {http://www.jstor.org/stable/2529681},
 author = {Kenneth E. James},
 journal = {Biometrics},
 number = {1},
 pages = {121--130},
 publisher = {[Wiley, International Biometric Society]},
 title = {Regression toward the Mean in Uncontrolled Clinical Studies},
 volume = {29},
 year = {1973}
}
@book{galton,
  title = {Natural Inheritence},
  author = {Galton, F.},
  year = {1889},
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}
@InProceedings{rqci,
  author="Roger W Koenker",
  editor="Mandl, Petr
  and Hu{\v{s}}kov{\'a}, Marie",
  title="Confidence Intervals for Regression Quantiles",
  booktitle="Asymptotic Statistics",
  year="1994",
  publisher="Physica-Verlag HD",
  address="Heidelberg",
  pages="349--359",
  isbn="978-3-642-57984-4"
}
@book{newton,
  author = {Isaac Newton},
  title = {Philosophiae Naturalis Principia Mathematica},
  year = {1687}
}
@book{gauss1821,
author = {C. F. Gauss},
title = {Theoria combinationis observationum erroribus minimis obnoxiae (Theory of the combination of observations least subject to error)},
year = 1821
}
@book{gauss1809,
  title={Theoria motus corporum coelestium in sectionibus conicis solem ambientium},
  author={Gauss, Carl Friedrich},
  year={1809}
}
@book{legendre1805,
  title={Nouvelles m{\'e}thodes pour la d{\'e}termination des orbites des cometes},
  author={Legendre, Adrien Marie},
  year={1805},
  publisher={F. Didot}
}
@article{edgeworth1887,
 ISSN = {00180750},
 URL = {http://www.jstor.org/stable/23036355},
 author = {Francis Ysidro Edgeworth},
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 pages = {279--285},
 publisher = {Trinity College Dublin},
 title = {On observations relating to several quantities},
 volume = {6},
 year = {1887}
}
@article{edgeworth1888,
	author = {Francis Ysidro Edgeworth},
	title = {XXII. On a new method of reducing observations relating to several quantities},
	journal = {The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science},
	volume = {25},
	number = {154},
	pages = {184-191},
	year  = {1888},
	publisher = {Taylor \& Francis},
	doi = {10.1080/14786448808628170},
	URL = {https://doi.org/10.1080/14786448808628170},
	eprint = {https://doi.org/10.1080/14786448808628170}
}
@book{LaPlace1820,
  author = {LaPlace, Pierre Simon},
  language = {fre},
  location = {Paris},
  publisher = {Courcier},
  title = {Théorie analytique des probabilités},
  url = {http://eudml.org/doc/203444},
  year = {1820},
}
@article{laplace1789,
  title={Sur quelques points du syst{\'e}me du monde},
  author={Laplace, Pierre Simon},
  journal={M{\'e}moires de l'Academie Royale des Sciences de Paris},
  pages={1--87},
  year={1793},
  origyear = {1789},
  note={Reprinted in Laplace, 1878- 1912, vol. 11, pp. 477-558.}
}
@book{boscovich,
  author = {Roger Joseph Boscovich},
  title = {Voyage astronomique et geographique, dans l’état de l’église},
  address = {Paris},
  publisher = {N. M. Tilliard.},
  year = {1770}
}
@article{barrodale,
 author = {Barrodale, I. and Roberts, F. D. K.},
 title = {Solution of an Overdetermined System of Equations in the L1 Norm [F4]},
 journal = {Commun. ACM},
 issue_date = {June 1974},
 volume = {17},
 number = {6},
 month = jun,
 year = {1974},
 issn = {0001-0782},
 pages = {319--320},
 numpages = {2},
 url = {http://doi.acm.org/10.1145/355616.361024},
 doi = {10.1145/355616.361024},
 acmid = {361024},
 publisher = {ACM},
 address = {New York, NY, USA},
} 
@inbook{moda_media_mediana,
  address = {Florianópolis},
  author = {Luiz Fernando Palin Droubi and Norberto Hochheim and Willian Zonato},
  chapter = {Avaliação pela moda, média ou mediana?},
  title = {Estudos Interdisciplinares nas Ciências Exatas e da Terra e Engenharias},
  publisher = {Atena Editora},
  doi={10.22533/at.ed.218191109},
  month = {sep},
  year = {2019},
  url = {http://droubi.me/sobrea2018}
} 
@inbook{conopt,
  address = {New York},
  author = {Roger W Koenker},
  chapter = {Computational Methods for Quantile Regression},
  title = {Handbook of Quantile Regression},
  publisher = {Chapman and Hall/CRC},
  pages = {13},
  year = {2018},
  doi = {10.1201/9781315120256},
  url = {http://www.econ.uiuc.edu/~roger/research/conopt/computation.pdf}
}
@article{charnes,
  author = {Charnes, A. and Cooper, W. W. and Ferguson, R. O.},
  title = {Optimal Estimation of Executive Compensation by Linear Programming},
  journal = {Management Science},
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  number = {2},
  pages = {138-151},
  year = {1955},
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  URL = {https://doi.org/10.1287/mnsc.1.2.138},
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}
@book{mosteller1977,
  author = {Frederick Mosteller and John W. Tukey},
  title = {Data Analysis and Regression: a Second Course in Statistics},
  pages = {xvii + 588},
  year = {1977}
}
@article{arch,
 ISSN = {02664666, 14694360},
 URL = {http://www.jstor.org/stable/3532912},
 author = {Roger W Koenker and Quanshui Zhao},
 journal = {Econometric Theory},
 number = {5},
 pages = {793--813},
 publisher = {Cambridge University Press},
 title = {Conditional Quantile Estimation and Inference for Arch Models},
 volume = {12},
 year = {1996}
}
@article{koenker2003,
  title = "Quantile regression for longitudinal data",
  journal = "Journal of Multivariate Analysis",
  volume = "91",
  number = "1",
  pages = "74 - 89",
  year = "2004",
  note = "Special Issue on Semiparametric and Nonparametric Mixed Models",
  issn = "0047-259X",
  doi = "https://doi.org/10.1016/j.jmva.2004.05.006",
  url = "http://www.sciencedirect.com/science/article/pii/S0047259X04001113",
  author = "Roger W Koenker",
  keywords = "Quantile regression, Penalty methods, Shrinkage, L-statistics, Random effects, Robust estimation, Hierarchical models",
}
@article{koenker2005,
  title = "A frisch-newton algorithm for sparse quantile regression",
  keywords = "Interior-point algorithm, Quantile regression, Sparse linear algebra",
  author = "Roger W Koenker and Ng, {Pin T}",
  year = "2005",
  month = "5",
  doi = "10.1007/s10255-005-0231-1",
  language = "English (US)",
  volume = "21",
  pages = "225--236",
  journal = "Acta Mathematicae Applicatae Sinica",
  issn = "0168-9673",
  publisher = "Springer Verlag",
  number = "2",
}
@article{r1,
  author = { Roger W  Koenker  and  José A. F.   Machado },
  title = {Goodness of Fit and Related Inference Processes for Quantile Regression},
  journal = {Journal of the American Statistical Association},
  volume = {94},
  number = {448},
  pages = {1296-1310},
  year  = {1999},
  publisher = {Taylor \& Francis},
  doi = {10.1080/01621459.1999.10473882},
  URL = {https://amstat.tandfonline.com/doi/abs/10.1080/01621459.1999.10473882},
  eprint = {https://amstat.tandfonline.com/doi/pdf/10.1080/01621459.1999.10473882}
}
@InProceedings{rqci,
  author="Roger W Koenker",
  editor="Mandl, Petr and Hu{\v{s}}kov{\'a}, Marie",
  title="Confidence Intervals for Regression Quantiles",
  booktitle="Asymptotic Statistics",
  year="1994",
  publisher="Physica-Verlag HD",
  address="Heidelberg",
  pages="349--359"
}
@article{portfolio,
  author = {Bassett, Gilbert W., Jr. and Koenker, Roger W and Kordas, Gregory},
  title = "{Pessimistic Portfolio Allocation and Choquet Expected Utility}",
  journal = {Journal of Financial Econometrics},
  volume = {2},
  number = {4},
  pages = {477-492},
  year = {2004},
  month = {09},
  issn = {1479-8409},
  doi = {10.1093/jjfinec/nbh023},
  url = {https://doi.org/10.1093/jjfinec/nbh023},
  eprint = {http://oup.prod.sis.lan/jfec/article-pdf/2/4/477/2673928/nbh023.pdf},
}
@article{qar,
  author = {Roger W Koenker and Zhijie Xiao},
  title = {Quantile Autoregression},
  journal = {Journal of the American Statistical Association},
  volume = {101},
  number = {475},
  pages = {980-990},
  year  = {2006},
  publisher = {Taylor \& Francis},
  doi = {10.1198/016214506000000672},
  URL = {https://doi.org/10.1198/016214506000000672},
  eprint = {https://doi.org/10.1198/016214506000000672}
}
@article{garch,
  author = {Zhijie Xiao and Roger W Koenker},
  title = {Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models},
  journal = {Journal of the American Statistical Association},
  volume = {104},
  number = {488},
  pages = {1696-1712},
  year  = {2009},
  publisher = {Taylor \& Francis},
  doi = {10.1198/jasa.2009.tm09170},
  URL = {https://doi.org/10.1198/jasa.2009.tm09170},
  eprint = {https://doi.org/10.1198/jasa.2009.tm09170}
}
@ARTICLE{duration,
  title = {Quantile regression for duration data: A reappraisal of the Pennsylvania Reemployment Bonus Experiments},
  author = {Bilias, Yannis and Koenker, Roger W},
  year = {2001},
  journal = {Empirical Economics},
  volume = {26},
  number = {1},
  pages = {199-220},
  keywords = {wage differentials · quantile regression.},
  url = {https://EconPapers.repec.org/RePEc:spr:empeco:v:26:y:2001:i:1:p:199-220}
}
@article{qr40,
  author = {Roger W Koenker},
  title = {Quantile Regression: 40 Years On},
  journal = {Annual Review of Economics},
  volume = {9},
  number = {1},
  pages = {155-176},
  year = {2017},
  doi = {10.1146/annurev-economics-063016-103651},
  URL = {https://doi.org/10.1146/annurev-economics-063016-103651},
  eprint = {https://doi.org/10.1146/annurev-economics-063016-103651}
}
@mastersthesis{santos2012,
  author       = {Santos, Bruno Ramos dos}, 
  title        = {Modelos de Regressão Quantílica},
  school       = {Instituto de Matemática e Estatística, Universidade de São Paulo},
  year         = 2012,
  address      = {São Paulo},
  doi          = {10.11606/D.45.2012.tde-12042012-154333}
}
@article{nlqr,
  title = "An interior point algorithm for nonlinear quantile regression",
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  number = "1",
  pages = "265 - 283",
  year = "1996",
  issn = "0304-4076",
  doi = "https://doi.org/10.1016/0304-4076(96)84507-6",
  url = "http://www.sciencedirect.com/science/article/pii/0304407696845076",
  author = "Roger W Koenker and Beum J. Park",
  keywords = "Quantile regression, Nonlinear regression, Linear programming, Interior point algorithms, Nonlinear programming"
}
@book{koenker_2005, 
	place={Cambridge}, 
	series={Econometric Society Monographs}, 
	title={Quantile Regression}, 
	DOI={10.1017/CBO9780511754098}, 
	publisher={Cambridge University Press}, 
	author={Roger W Koenker}, 
	year={2005}, 
	collection={Econometric Society Monographs}
}
@article{basset,
 ISSN = {01621459},
 URL = {http://www.jstor.org/stable/2286611},
 author = {Gilbert Bassett and Roger W Koenker},
 journal = {Journal of the American Statistical Association},
 number = {363},
 pages = {618--622},
 publisher = {[American Statistical Association, Taylor \& Francis, Ltd.]},
 title = {Asymptotic Theory of Least Absolute Error Regression},
 volume = {73},
 year = {1978}
}
@inbook{pierce,
  author = {Charles Sanders Pierce},
  title = {The Collected Papers of Charles Sanders Peirce},
  editor = {Charles Hartshorne and Paul Weiss},
  chapter = {On the Theory of Errors of Observation},
  volume = 3,
  pages = 639-676,
  publisher = {Harvard University Press},
  address = {Cambridge},
  year = {1932}
}
@article{frechet,
  author = {M. Fréchet},
  title = {Sur la loi des erreurs d'observation},
  journal = {Matematichiskii Sbornik},
  volume = 32,
  pages = {5--8},
  year = {1924}
}
@article{wilson,
 ISSN = {00278424},
 URL = {http://www.jstor.org/stable/85603},
 author = {Edwin B. Wilson and Margaret M. Hilferty},
 journal = {Proceedings of the National Academy of Sciences of the United States of America},
 number = {2},
 pages = {120--125},
 publisher = {National Academy of Sciences},
 title = {Note on C. S. Peirce's Experimental Discussion of the Law of Errors},
 volume = {15},
 year = {1929}
}