Steven Sanderson performs quantile regression:
Quantile regression is a robust statistical method that goes beyond traditional linear regression by allowing us to model the relationship between variables at different quantiles of the response distribution. In this blog post, we’ll explore how to perform quantile regression in R using the quantreg library.
If you need to hone up on your quantile regression knowledge, Wikipedia is usually good for statistics and here’s an academic paper from Roger Koenker and Kevin Hallock on the topic.