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Carte Quantile Regression Roger Koenker

Quantile Regression

Autor: Roger Koenker
Limbă: engleză
Legare: Carte broșată
Editura: Cambridge University Press
Disponibilitate: În depozitul extern
Expediem în 10-18 zile
286.64 lei
Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Informații despre carte

Autor
Roger Koenker
Limbă
engleză
Legare
Carte - Carte broșată
Publicat
2005
Pagini
366
EAN
9780521608275
ISBN
0521608279
Enbook ID
04398917
Editura
Cambridge University Press
Greutate
556
Dimensiuni
154 x 228 x 22

Descriere completă

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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