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Quantile regression

£14.99

Product description

Slight spine fade but appears only very lightly read.

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 details

Condition:
Used: very good
Dimensions:
229x150x25
EAN-13:
9780521608275
Format:
Paperback
ISBN-13:
9780521608275
Number of items:
1
Number of pages:
349
Publisher:
Cambridge University Press
Series:
no. 38

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About this item

Slight spine fade but appears only very lightly read.

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.

Condition:
Used: very good
Dimensions:
229x150x25
EAN-13:
9780521608275
Format:
Paperback
ISBN-13:
9780521608275
Number of items:
1
Number of pages:
349
Publisher:
Cambridge University Press
Series:
no. 38

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