Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods) - Hardcover

 
9781498725286: Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)
Hardcover
ISBN 10: 1498725287 ISBN 13: 9781498725286
Verlag: Chapman and Hall/CRC, 2017

Inhaltsangabe

Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss.

Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide variety of data analytic settings including time series, survival analysis, and longitudinal data. By focusing attention on local slices of the conditional distribution of response variables it is capable of providing a more complete, more nuanced view of heterogeneous covariate effects. Applications of quantile regression can now be found throughout the sciences, including astrophysics, chemistry, ecology, economics, finance, genomics, medicine, and meteorology. Software for quantile regression is now widely available in all the major statistical computing environments.

The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings.

The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.

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Über die Autorin bzw. den Autor

Roger Koenker, University of Illinois

Victor Chernozhukov, MIT

Xuming He, University of Michigan

Limin Peng, Emory University

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Chapman and Hall/CRC
Erscheinungsdatum
2017
Sprache
Englisch
ISBN 10 
1498725287
ISBN 13 
9781498725286
Einband
Tapa dura
Auflage
1
Anzahl der Seiten
484
Herausgeber
Koenker Roger, Chernozhukov Victor, He Xuming, Peng Limin
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
gpsr@libri.de
gpsr@libri.de

Europaallee 1
Bad Hersfeld
36244
Deutschland

Weitere beliebte Ausgaben desselben Titels

9780367657574: Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Vorgestellte Ausgabe

ISBN 10:  0367657570 ISBN 13:  9780367657574
Verlag: Chapman and Hall/CRC, 2020
Softcover