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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Koenker, Roger, 1947-
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.