Quantile regressions - Open Access .click

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Journal of Statistical Computation and Simulation, 2004
We consider a test based on quantile regressions to verify the presence of conditional heteroskedasticity. The test does not rely on distributional assumptions of the errors, nor on a function describing the pattern of heteroskedasticity. It compares the slope coefficients of the regressions computed at different quantiles.
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Estimating Equivalence with Quantile Regression

Ecological Applications, 2010
Equivalence testing and corresponding confidence interval estimates are used to provide more enlightened statistical statements about parameter estimates by relating them to intervals of effect sizes deemed to be of scientific or practical importance rather than just to an effect size of zero.
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Regression Quantiles

Econometrica, 1978
Koenker, Roger W, Bassett, Gilbert, Jr
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Regression Models for Quantiles