Format:
1 online resource (xv, 349 Seiten).
ISBN:
978-0-511-75409-8
Series Statement:
Econometric Society monographs 38
Content:
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
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
,
1. Introduction -- 2. Student Course Evaluations and Class Size -- 3. Inference for Quantile Regression -- 4. Asymptotic Theory of Quantile Regression -- 5. L-Statistics and Weighted Quantile Regression -- 6. Computational Aspects of Quantile Regression -- 7. Nonparametric Quantile Regression -- 8. Twilight Zone of Quantile Regression -- 9. Conclusion -- A. Quantile Regression in R : A Vignette -- B. Asymptotic Critical Values -- References -- Name Index -- Subject Index
Additional Edition:
Erscheint auch als Druck-Ausgabe, Hardcover 2005 ISBN 978-0-521-84573-1
Additional Edition:
Erscheint auch als Druck-Ausgabe, Paperback 2007 ISBN 978-0-521-60827-5
Language:
English
Subjects:
Economics
,
Mathematics
Keywords:
Regressionsanalyse
;
Quantil
DOI:
10.1017/CBO9780511754098
URL:
Volltext
(URL des Erstveröffentlichers)
URL:
Volltext
(lizenzpflichtig)
URL:
https://doi.org/10.1017/CBO9780511754098
URL:
https://doi.org/10.1017/CBO9780511754098
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