@article{JMLR:v26:24-0589,
  author  = {Yinan Shen and Dong Xia and Wen-Xin Zhou},
  title   = {Online Quantile Regression},
  journal = {Journal of Machine Learning Research},
  year    = {2025},
  volume  = {26},
  number  = {231},
  pages   = {1--55},
  url     = {http://jmlr.org/papers/v26/24-0589.html}
}