Quantile Regression
Roger Koenker
in Cambridge Books from Cambridge University Press
Abstract: 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.
Date:
References:Add references at CitEc
Citations:View citations in EconPapers () Track citations by RSS feed
There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.
Related works:
Book: Quantile Regression ()
Journal Article: Quantile Regression ()
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference:BibTeXRIS (EndNote, ProCite, RefMan) HTML/Text
Persistent link:www.cronistalascolonias.com.ar:cup:cbooks
Ordering information: This item can be ordered from
www.cronistalascolonias.com.ardge p?isbn=
Access Statistics for this book
More books in Cambridge Books from Cambridge University Press
Bibliographic data for series maintained by Ruth Austin ( this e-mail address is bad, please contact ).
-
-