Quantile regression:
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 h...
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| Main Author: | |
|---|---|
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2005
|
| Series: | Econometric Society monographs
38 |
| Subjects: | |
| Online Access: | DE-12 DE-92 DE-473 DE-739 Volltext |
| Summary: | 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 |
| Item Description: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Physical Description: | 1 Online-Ressource, (xv, 349 Seiten) |
| ISBN: | 9780511754098 |
| DOI: | 10.1017/CBO9780511754098 |
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| 505 | 8 | |a 1. 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 | |a 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 | ||
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| contents | 1. 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 |
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| discipline | Mathematik Wirtschaftswissenschaften |
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| indexdate | 2025-06-27T08:01:03Z |
| institution | BVB |
| isbn | 9780511754098 |
| language | English |
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| physical | 1 Online-Ressource, (xv, 349 Seiten) |
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| publishDate | 2005 |
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| spelling | Koenker, Roger 1947- Verfasser (DE-588)131874632 aut Quantile regression Roger Koenker Cambridge Cambridge University Press 2005 1 Online-Ressource, (xv, 349 Seiten) txt rdacontent c rdamedia cr rdacarrier Econometric Society monographs 38 Title from publisher's bibliographic system (viewed on 05 Oct 2015) 1. 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 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 Regression analysis Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd rswk-swf Quantil (DE-588)4224812-7 gnd rswk-swf Regressionsanalyse (DE-588)4129903-6 s Quantil (DE-588)4224812-7 s DE-604 Erscheint auch als Druck-Ausgabe, Hardcover 2005 978-0-521-84573-1 (DE-604)BV019901596 Erscheint auch als Druck-Ausgabe, Paperback 2007 978-0-521-60827-5 (DE-604)BV035840365 Econometric Society monographs 38 (DE-604)BV044732843 38 https://doi.org/10.1017/CBO9780511754098 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Koenker, Roger 1947- Quantile regression Econometric Society monographs 1. 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 Regression analysis Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd Quantil (DE-588)4224812-7 gnd |
| subject_GND | (DE-588)4129903-6 (DE-588)4224812-7 |
| title | Quantile regression |
| title_auth | Quantile regression |
| title_exact_search | Quantile regression |
| title_full | Quantile regression Roger Koenker |
| title_fullStr | Quantile regression Roger Koenker |
| title_full_unstemmed | Quantile regression Roger Koenker |
| title_short | Quantile regression |
| title_sort | quantile regression |
| topic | Regression analysis Mathematical statistics Regressionsanalyse (DE-588)4129903-6 gnd Quantil (DE-588)4224812-7 gnd |
| topic_facet | Regression analysis Mathematical statistics Regressionsanalyse Quantil |
| url | https://doi.org/10.1017/CBO9780511754098 |
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