Kvantilová regrese

The thesis deals with brief introduction of the quantile regression theory. The thesis is divided into three thematic parts. In the first part the thesis deals with general introduction to the quantile regression, with theoretical aspects regarding quantile regression and with basic approaches to estimation of quantile regression parameters. The second part of the thesis focuses on general and asymptotic properties of the quantile regression. Goal of this part is to compare the quantile regression with traditional OLS regression and outline its possible application. In the third part the thesis describes statistical inference, construction of the confidence intervals and testing statistical hypotheses about quantile regression parameters. The goal of this part is to introduce traditional approach and the approach based on resampling procedures and in the end of the day perform mutual comparison of different approaches eventually propose partial modification.