This paper studies the estimation of quantile regression for fractional data, focusing on the case where there are mass-points at zero or/and one. More generally, we propose a simple strategy for the estimation of the conditional quantiles of data from mixed distributions, which combines...

In this note we study the conditions under which leading models for underreported counts are identified. In particular, we highlight a peculiar identification problem that afflicts two of the most popular models in this class.