Quantile Regression
Book Details
Format
Paperback / Softback
Book Series
Econometric Society Monographs
ISBN-10
0521608279
ISBN-13
9780521608275
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
May 9th, 2005
Print length
366 Pages
Weight
556 grams
Dimensions
22.80 x 15.40 x 2.20 cms
Product Classification:
Probability & statisticsProbability and statistics
Ksh 7,800.00
Manufactured on Demand
0 in stock
Delivery Location
Delivery fee: Select location
Secure
Quality
Fast
Quantiles provide a natural description of statistical variability in diverse populations; quantile regression offers a unified statistical methodology for studying how these measures of diversity depend upon other influences.
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.
Get Quantile Regression by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Cambridge University Press and it has pages.