Quantile Regression

Roger Koenker

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Language: English

Published by Cambridge University Press, 2005

0521608279 / 9780521608275

Series: Book 6 of 27 - Econometric Society Monographs

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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.

Seller Inventory # CIN0521608279G

Title
Quantile Regression
Author
Roger Koenker
Publisher
Cambridge University Press
Publication year
2005
Condition
Good
Binding
Paperback
Language
English
ISBN 10
0521608279
ISBN 13
9780521608275
Series
Book 6 of 27: Econometric Society Monographs

World of Books Inc

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