Quantile Regression

Name: Quantile Regression
Brand: Cambridge University Press
SKU: 9780521845731
Price: 132.16 EUR
Availability: InStock

Autor: Roger Koenker

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

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132.16 €

Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Informácie o knihe

Autor

Roger Koenker

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2005

Stránok

368

EAN

9780521845731

ISBN

0521845734

Enbook ID

02046713

Vydavateľ

Cambridge University Press

Hmotnosť

610

Rozmery

158 x 235 x 28

Kompletný popis

Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.

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Quantile Regression

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