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Quantile regression

Author: Roger Koenker
Publisher: Cambridge ; New York : Cambridge University Press, 2005.
Series: Econometric Society monographs, no. 38.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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  Read more...
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Koenker, Roger, 1947-
Quantile regression.
Cambridge ; New York : Cambridge University Press, 2005
(DLC) 2004027656
(OCoLC)57143093
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: Roger Koenker
ISBN: 0511130341 9780511130342 0511130333 9780511130335 9780511754098 0511754094 9780521845731 0521845734 1280223634 9781280223631
OCLC Number: 61895919
Description: 1 online resource (xv, 349 pages) : illustrations.
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.
Series Title: Econometric Society monographs, no. 38.
Responsibility: Roger Koenker.

Abstract:

Quantiles provide a natural description of statistical variability in diverse populations; quantile regression offers a unified statistical methodology for studying how these measures of diversity  Read more...

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'... well written and easy to read, with useful illustrations of important aspects of quantile regression. It is obvious that the author knows the subject inside out, giving an up-to-date, exhaustive Read more...

 
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