Login

Davino, Cristina

Quantile Regression: Theory and Applications

Davino, Cristina - Quantile Regression: Theory and Applications, ebook

93,10€

Ebook, ePUB with Adobe DRM
ISBN: 9781118752715
DRM Restrictions

Printing86 pages with an additional page accrued every 9 hours, capped at 86 pages
Copy to clipboard5 excerpts

A guide to the implementation and interpretation of Quantile Regression models

This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods.

The main focus of this book is to provide the reader with a comprehensivedescription of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and followed by applications using real data.

Quantile Regression:

  • Presents a complete treatment of quantile regression methods, including, estimation, inference issues and application of methods.
  • Delivers a balance between methodolgy and application, illustrating how
  • Offers an overview of the recent developments in the quantile regression framework and why to use quantile regression in a variety of areas such as economics, finance and computing.
  • Features a supporting website (www.wiley.com/go/quantile_regression)  hosting datasets along with R, Stata and SAS software code.

Researchers and PhD students in the field of statistics, economics, econometrics, social and environmental science and chemistry will benefit from this book.

Keywords: Regression Analysis, quantile regression, quantile regression theory, quantile regression applications, quantile regression models, interpreting quantile regression models, implementing quantile regression models, quantile regression methods, quantile regression diagnostic tools

Author(s)
 
 
Publisher
John Wiley and Sons, Inc.
Publication year
2013
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
288 pages
Category
Natural Sciences
Format
Ebook
eISBN (ePUB)
9781118752715
Printed ISBN
9781119975281

Similar titles