Cargando…
Quantile regression /
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 h...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Cambridge ; New York :
Cambridge University Press,
2005.
|
| Colección: | Econometric Society monographs ;
no. 38. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
|---|---|
| Descripción Física: | 1 online resource (xv, 349 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 319-335) and index. |
| ISBN: | 0511130341 9780511130342 0511130333 9780511130335 9780511754098 0511754094 9780521845731 0521845734 1280223634 9781280223631 0511128819 9780511128813 1107713838 9781107713833 9786610223633 6610223637 0511198469 9780511198465 0511299370 9780511299377 |