Quantile Regression - Roger Koenker
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Saadetis 15-21 tööpäeva jooksul
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Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. 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 varie ... Täielik kirjeldus
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Kirjeldus
Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. 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.
Lisateave
| Autor | Roger Koenker |
|---|---|
| Kirjastaja | Cambridge University Press |
| Väljalaskeaasta | 2010 |
| Kaanetüüp | Pehme kaanega |
| EAN | 9780521608275 |