New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models

Table 5

Empirical data coverage from quantile–modelling using VGAMextra (QM–VGAMextra) and quantile–regression from VGAM (QR–VGAM), after fitting (21).

	QM–VGAMextra coverage	QR–VGAM coverage
	26%	28.5%
	50%	54%
	73.5%	78.5%