Roger Koenker

Quantile Regression

Buch

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 Koenkwe 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.

CHF 147.00

Preise inkl. MwSt. und Versandkosten (Portofrei ab CHF 40.00)

Versandfertig innerhalb 1-3 Werktagen

V104: Folgt in ca. 10 Arbeitstagen

Produktdetails

Weitere Autoren: Chesher, Andrew (Hrsg.) / Jackson, Matthew (Hrsg.)

ISBN: 978-0-521-84573-1
EAN: 9780521845731
Produktnummer: 1488439
Verlag: Cambridge University Press
Sprache: Englisch
Erscheinungsjahr: 2008
Seitenangabe: 368 S.
Masse: H23.5 cm x B15.7 cm x D2.6 cm 717 g
Abbildungen: HC gerader Rücken kaschiert
Gewicht: 717

Über den Autor

Roger Koenker is McKinley Professor of Economics and Professor of Statistics at the University of Illinois at Urbana-Champaign. From 1976 to 1983 he was a member of the technical staff at Bell Laboratories. He has held visiting positions at The University of Pennsylvania, Charles University, Prague, Nuffield College, Oxford, University College London and Australian National University. He is a Fellow of the Econometric Society.