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Koenker, Roger 作者

Cambridge Univ Pr

译者

2005-5 出版日期

366 页数

$ 47.46 价格

Pap

丛书系列

9780521608275 图书编码

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发表于2024-11-13

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Quantile Regression 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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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.

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