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Kniha Quantile Regression Roger Koenker

Quantile Regression

Autor: Roger Koenker
Jazyk: Angličtina
Vazba: Brožovaná
Vydavatel: Cambridge University Press
Dostupnost: Skladem u dodavatele
Odesíláme za 10-18 dnů
1 259 Kč
Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Informace o knize

Autor
Roger Koenker
Jazyk
Angličtina
Vazba
Kniha - Brožovaná
Vydáno
2005
Stránek
366
EAN
9780521608275
ISBN
0521608279
Enbook ID
04398917
Vydavatel
Cambridge University Press
Hmotnost
556
Rozměry
154 x 228 x 22

Kompletní 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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