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Könyv Quantile Regression Roger Koenker

Quantile Regression

Szerző: Roger Koenker
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Cambridge University Press
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
20 385 Ft
Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Információk a könyvről

Szerző
Roger Koenker
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2005
oldal
366
EAN
9780521608275
ISBN
0521608279
Enbook ID
04398917
Kiadó
Cambridge University Press
Súly
556
Méretek
154 x 228 x 22

Teljes leírás

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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