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...
Gespeichert in:
Beteilige Person: | |
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Format: | E-Book |
Sprache: | Englisch |
Veröffentlicht: |
Cambridge
Cambridge University Press
2005
|
Schriftenreihe: | Econometric Society monographs
38 |
Links: | https://doi.org/10.1017/CBO9780511754098 |
Zusammenfassung: | 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. |
Umfang: | 1 Online-Ressource (xv, 349 Seiten) |
ISBN: | 9780511754098 |
Internformat
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indexdate | 2025-03-03T11:58:03Z |
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spelling | Koenker, Roger 1947- Quantile regression Roger Koenker Cambridge Cambridge University Press 2005 1 Online-Ressource (xv, 349 Seiten) txt c cr Econometric Society monographs 38 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. Erscheint auch als Druck-Ausgabe 9780521608275 Erscheint auch als Druck-Ausgabe 9780521845731 |
spellingShingle | Koenker, Roger 1947- Quantile regression |
title | Quantile regression |
title_auth | Quantile regression |
title_exact_search | Quantile regression |
title_full | Quantile regression Roger Koenker |
title_fullStr | Quantile regression Roger Koenker |
title_full_unstemmed | Quantile regression Roger Koenker |
title_short | Quantile regression |
title_sort | quantile regression |
work_keys_str_mv | AT koenkerroger quantileregression |