Quantile Regression

by Roger Koenker

Book Overview

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,...

• Format: Paperback
• Language: English
• ISBN: 0521608279
• ISBN13: 9780521608275
• Release Date: May 2005
• Publisher: Cambridge University Press
• Length: 366 Pages
• Weight: 0.90 lbs.
• Dimensions: 1.0" x 5.9" x 9.0"