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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

96,70€

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…