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Everything about Quantile

Statistical method of dividing data into equal-sized intervals for analysis

In statistics and probability, quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities or dividing the observations in a sample in the same way. Common quantiles have special names, such as quartiles, deciles, and percentiles. The groups created are termed halves, thirds, quarters, etc., though more often the terms for the quantile are used for the groups created, rather than for the cut points. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: QuantileA 5-minute orientation
  2. Skim a recent paper: Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial NetworksInfluential work since 2022
  3. Pick up a classic book: Handbook of Quantile RegressionThe most-reprinted book on the subject
  4. Read the landmark paper: Quantile RegressionCited 4,421 times
  5. Go sideways: QuartileA closely related topic
  6. Go sideways: Glossary of probability and statisticsA closely related topic

📖 Definitions

Noun One of the class of values of a variate which divides the members of a batch or sample into equal-sized subgroups of adjacent values or a probability distribution into distributions of equal probability.

🗂️ The subject at a glance

  1. Quantiles of a population
  2. Estimating quantiles from a sample
  3. The asymptotic distribution of the sample median
  4. Approximate quantiles from a stream
  5. Discussion
  6. Other quantifications

🏆 Landmark papers (most cited)

🆕 Influential since 2022

📚 Books worth reading

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

🔗 Related topics