Handbook of Quantile Regression

Roger Koenker · Victor Chernozhukov · Xuming He · Limin Peng

okt 2017 · CRC Press

E-boek

483

Pagina's

Geschikt

Beoordelingen en reviews worden niet geverifieerd. Meer informatie

Over dit e-boek

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.

Dit e-boek beoordelen

Geef ons je mening.

Informatie over lezen

Smartphones en tablets

Installeer de Google Play Boeken-app voor Android en iPad/iPhone. De app wordt automatisch gesynchroniseerd met je account en met de app kun je online of offline lezen, waar je ook bent.

Laptops en computers

Via de webbrowser van je computer kun je luisteren naar audioboeken die je hebt gekocht op Google Play.

eReaders en andere apparaten

Als je wilt lezen op e-ink-apparaten zoals e-readers van Kobo, moet je een bestand downloaden en overzetten naar je apparaat. Volg de gedetailleerde instructies in het Helpcentrum om de bestanden over te zetten op ondersteunde e-readers.

Illegale content melden