Cambridge University Press
Quantile Regression (English, Roger Koenker | Andrew Chesher | Matthew Jackson)
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Book Details
| ISBN-13 | 9780521608275 |
| ISBN-10 | 0521608279 |
Product Description
About the Book
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, bio…
ISBN: 9780521608275
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