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Книга Quantile Regression Roger Koenker

Quantile Regression

Автор: Roger Koenker
Език: Английски език
Корици: С меки корици
Издател: Cambridge University Press
Наличност: Външен склад
Изпращаме след 10-18 дни
57.56 € 112.58 лв
Quantile regression is gradually emerging as a unified statistical methodology for estimating models...

Информация за книгата

Автор
Roger Koenker
Език
Английски език
Корици
Книга - С меки корици
Издадена
2005
страници
366
EAN
9780521608275
ISBN
0521608279
Enbook ID
04398917
Издател
Cambridge University Press
Теглоt
556
Размери
154 x 228 x 22

Пълно описание

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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