Quantile Regression
by Roger Koenker and Andrew Chesher and Matthew Jackson


Overview - 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.  Read more...

 
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More About Quantile Regression by Roger Koenker; Andrew Chesher; Matthew Jackson
 
 
 
Overview
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, biology, ecology and finance and will target audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above. Author resource page: http: //www.econ.uiuc.edu/ roger/research/rq/rq.html

Roger Koenker is the winner of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation, awarded by the the Department of Statistics at Texas A&M University.


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Details
  • ISBN-13: 9780521608275
  • ISBN-10: 0521608279
  • Publisher: Cambridge University Press
  • Publish Date: June 2010
  • Page Count: 349
  • Dimensions: 9 x 5.9 x 1 inches
  • Shipping Weight: 1.2 pounds

Series: Econometric Society Monographs #25

Related Categories

Books > Business & Economics > Econometrics
Books > Mathematics > Probability & Statistics - General

 
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