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Quantile Regression (Econometric Society Monographs, Series Number 38)
Quantile Regression (Econometric Society Monographs, Series Number 38)
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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. Roger Koenker has devoted more than 25 years of research to the topic. The methods in his analysis are illustrated with a variety of applications from economics, biology, ecology and finance and will target audiences in econometrics, statistics and applied mathematics in addition to the disciplines cited above. Author resource page: http://www.econ.uiuc.edu/~roger/research/rq/rq.html
Roger Koenker is the wi...
Description
Description
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. Roger Koenker has devoted more than 25 years of research to the topic. The methods in his analysis are illustrated with a variety of applications from economics, biology, ecology and finance and will target audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above. Author resource page: http://www.econ.uiuc.edu/~roger/research/rq/rq.html
Roger Koenker is the winner of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation, awarded by the the Department of Statistics at Texas A&M University., ISBN13: 9780521845731 ISBN10: 0521845734 Material Type: hardcover
Product Details
Product Details
ISBN10: 0521845734
ISBN13: 9780521845731
Publisher: Koenker, Roger
Print Length: 368
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Authors
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