The Stata command rddqte implements the estimators suggested in Frandsen, Frölich and Melly (2012, “Quantile treatment effects in the regression discontinuity design”). This is very preliminary. Use at your own risk!
The easiest way to install the commands is to type
net install rddqte, from("http://www.econ.brown.edu/fac/Blaise_Melly/")
on the Stata command prompt.
Alternatively you can download the .ado and .hlp files and copy them in your personal ado directory. (Where is my personal ado directory?)
RDDQTE: zip-file containing the ado, hlp and do files (The help file is very preliminary. The full list of options can be found in the ado file.)