1.
Regression Quantiles
Roger Koenker and Gilbert Bassett, Jr.
Econometrica
Vol. 46, No. 1 (Jan., 1978), pp. 33-50
(article consists of 18 pages)
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/1913643

2.
Local Linear Quantile Regression
Keming Yu and M. C. Jones
Journal of the American Statistical Association
Vol. 93, No. 441 (Mar., 1998), pp. 228-237
(article consists of 10 pages)
Published by: American Statistical Association
Stable URL: http://www.jstor.org/stable/2669619

3.
Inference on the Quantile Regression Process
Roger Koenker and Zhijie Xiao
Econometrica
Vol. 70, No. 4 (Jul., 2002), pp. 1583-1612
(article consists of 30 pages)
Published by: The Econometric Society
Stable URL: http://www.jstor.org/stable/3082008