Search "Robust regression; Influence function and diagnostic tools; Contaminated errors; Expectiles; M-estimators; M-quantiles; Resampling and subsampling; Elemental sets; Bootstrap; Extremal quantiles; Treatment effect and decomposition; Linear programming; Simplex algorithm; Revised simplex algorithm; Linear programming formulation of the quantile regression problem; Barrodale-Roberts algorithm for median and quantile regression; Geometrical interpretation of the quantile regression problem; Dual plot; Quantile regression process; Correlation; Autoregressive models; Non-stationarity; Inference in the unit root model; Spurious regression; Cointegration; Tests of changing coefficients; Conditionally heteroskedastic models"

Furno, Marilena - Quantile Regression: Estimation and Simulation, ebook

Quantile Regression: Estimation and Simulation

Furno, Marilena


Contains an overview of several technical topics of Quantile Regression 
Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same example-based approach adopted for the first volume. The text explores…