Investigations on Quantile Regression

Language: English

Published by LAP LAMBERT Academic Publishing Aug 2025, 2025

6207467698 / 9786207467693

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This item is printed on demand - Print on Demand Titel. Neuware -Quantile regression, introduced by Koenker and Bassett (1978), is gradually emerging as a comprehensive approach to econometric analysis. It offers the robustness of semiparametric models-with distribution-free assumptions-while providing insights across the entire conditional distribution. The goals of this monograph are to clarify the theoretical foundations and facilitate the practical implementation of quantile regression methods. Special emphasis is placed on applying quantile regression in time series models, an area where the performance of related statistical tests remains underexplored. A detailed study on estimating the covariance matrix of quantile regression estimators is also included. Additionally, the monograph applies quantile regression to analyze the Value at Risk (VaR) of the Nikkei 225 stock index. In summary, this work presents a framework focused on estimation, asymptotic normality, statistical inference, and real-world applications of quantile regression methods.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 108 pp. Portugiesisch.…

Seller Inventory # 9786207467693

Title
Investigations on Quantile Regression
Author
Jau-Er Chen
Publisher
LAP LAMBERT Academic Publishing Aug 2025
Publication year
2025
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
6207467698
ISBN 13
9786207467693
Item weight
179 grams
Dimensions
220x150x7 mm

buchversandmimpf2000

Emtmannsberg, BAYE, Germany

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AbeBooks seller since January 23, 2017

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