Quantile Regression PDF (Adobe DRM) download by Roger Koenker

Quantile Regression

Cambridge University Press
Publication date: July 2001
ISBN: 9780511128165
Digital Book format: PDF (Adobe DRM)

Buy PDF

List price:
$40.00
Our price:
$37.99

You save: $2.01 (5%)
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.
Please sign in to review this product.
Format:
Devices:
Quantile Regression PDF (Adobe DRM) can be read on any device that can open PDF (Adobe DRM) files.

File Size:
3255 Kb
Language:
ENG
Copy From Text:
Enabled. Limit of 5 selections within 30 days.
Printing:
Enabled. Limit of 20 pages within 30 days.
Recently Viewed Products