000 02588nam a22003738i 4500
001 CR9780511754098
003 UkCbUP
005 20200124160219.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100422s2005||||enk o ||1 0|eng|d
020 _a9780511754098 (ebook)
020 _z9780521845731 (hardback)
020 _z9780521608275 (paperback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA278.2
_b.K64 2005
082 0 0 _a519.5/36
_222
100 1 _aKoenker, Roger,
_d1947-
_eauthor.
245 1 0 _aQuantile regression /
_cRoger Koenker.
264 1 _aCambridge :
_bCambridge University Press,
_c2005.
300 _a1 online resource (xv, 349 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aEconometric Society monographs ;
_v38
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 _a1. 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.
520 _aQuantile 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.
650 0 _aRegression analysis.
650 0 _aMathematical statistics.
776 0 8 _iPrint version:
_z9780521845731
830 0 _aEconometric Society monographs ;
_v38.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511754098
999 _c516582
_d516580