| Description |
1 online resource (xv, 349 pages) : illustrations. |
| Physical Medium |
polychrome |
| Description |
text file |
| Series |
Econometric Society monographs ; no. 38
|
|
Econometric Society monographs ; no. 38.
|
| Bibliography |
Includes bibliographical references (pages 319-335) and index. |
| 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. |
| Summary |
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. |
| Local Note |
eBooks on EBSCOhost EBSCO eBook Subscription Academic Collection - North America |
| Subject |
Regression analysis.
|
|
Regression analysis. |
|
Mathematical statistics.
|
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Mathematical statistics. |
| Genre/Form |
Electronic books.
|
| Other Form: |
Print version: Koenker, Roger, 1947- Quantile regression. Cambridge ; New York : Cambridge University Press, 2005 0521845734 0521608279 (DLC) 2004027656 (OCoLC)57143093 |
| ISBN |
0511130341 (electronic book) |
|
9780511130342 (electronic book) |
|
0511130333 (electronic book) |
|
9780511130335 (electronic book) |
|
9780511754098 (ebook) |
|
0511754094 (ebook) |
|
9780521845731 (hardback) |
|
0521845734 (hardback) |
|
1280223634 |
|
9781280223631 |
|
0521845734 (Cloth) |
|
0521608279 (Paper) |
|
9780521608275 (paperback) |
|
