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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...
| Call Number: | Libro Electrónico |
|---|---|
| Main Author: | |
| Format: | Electronic eBook |
| Language: | Inglés |
| Published: |
Cambridge ; New York :
Cambridge University Press,
2005.
|
| Series: | Econometric Society monographs ;
no. 38. |
| Subjects: | |
| Online Access: | Texto completo |
Table of Contents:
- 1. Introduction
- 2. Fundamentals of Quantile Regression
- 3. Inference for Quantile Regression
- 4. Asymptotic Theory of Quantile Regression
- 5. L-Statistics and Weighted Quantile Regression
- 6. Computational Aspects of Quantile Regression
- 7. Nonparametric Quantile Regression
- 8. Twilight Zone of Quantile Regression
- 9. Conclusion
- A. Quantile Regression in R : A Vignette
- B. Asymptotic Critical Values
- References
- Name Index
- Subject Index.