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Kniha Quantile Regression Roger Koenker

Quantile Regression

Autor: Roger Koenker
Jazyk: Angličtina
Väzba: Brožovaná
Vydavateľ: Cambridge University Press
Dostupnosť: Skladom u dodávateľa
Odosielame za 10-18 dní
54.69 €
Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Informácie o knihe

Autor
Roger Koenker
Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2005
Stránok
366
EAN
9780521608275
ISBN
0521608279
Enbook ID
04398917
Vydavateľ
Cambridge University Press
Hmotnosť
556
Rozmery
154 x 228 x 22

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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