Quantile Regression
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| Title: | Quantile Regression |
|---|---|
| Description: | 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. |
| Authors: | Roger Koenker |
| Resource Type: | eBook. |
| Subjects: | Regression analysis, Mathematical statistics |
| Categories: | MATHEMATICS / Probability & Statistics / Regression Analysis |
| Database: | eBook Collection (EBSCOhost) |
| FullText | Links: – Type: ebook-pdf Text: Availability: 0 |
|---|---|
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| Items | – Name: Title Label: Title Group: Ti Data: Quantile Regression – Name: Abstract Label: Description Group: Ab Data: 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. – Name: Author Label: Authors Group: Au Data: <searchLink fieldCode="AR" term="%22Roger+Koenker%22">Roger Koenker</searchLink> – Name: TypePub Label: Resource Type Group: TypPub Data: eBook. – Name: Subject Label: Subjects Group: Su Data: <searchLink fieldCode="DE" term="%22Regression+analysis%22">Regression analysis</searchLink><br /><searchLink fieldCode="DE" term="%22Mathematical+statistics%22">Mathematical statistics</searchLink> – Name: SubjectBISAC Label: Categories Group: Su Data: <searchLink fieldCode="ZK" term="%22MATHEMATICS+%2F+Probability+%26+Statistics+%2F+Regression+Analysis%22">MATHEMATICS / Probability & Statistics / Regression Analysis</searchLink> |
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| RecordInfo | BibRecord: BibEntity: Classifications: – Code: 519.536 Scheme: ddc Type: prePub Languages: – Code: eng Text: English Subjects: – SubjectFull: Regression analysis Type: general – SubjectFull: Mathematical statistics Type: general Titles: – TitleFull: Quantile Regression Type: main BibRelationships: HasContributorRelationships: – PersonEntity: Name: NameFull: Roger Koenker – PersonEntity: Name: NameFull: Roger Koenker IsPartOfRelationships: – BibEntity: Dates: – D: 01 M: 01 Type: published Y: 2005 – D: 04 M: 02 Type: profile Y: 2014 Identifiers: – Type: isbn-print Value: 9780521845731 – Type: isbn-electronic Value: 9780511130342 Numbering: – Type: volume Value: 00038 Titles: – TitleFull: Quantile Regression Type: main |
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