Add free shipping to your order with these great books
Quantile Regression : Econometric Society Monographs - Roger Koenker

Quantile Regression

By: Roger Koenker, Andrew Chesher (Editor), Matthew Jackson (Editor)

Paperback | 21 July 2005

At a Glance

Paperback


RRP $68.95

$52.75

23%OFF

or 4 interest-free payments of $13.19 with

In Stock and Aims to ship next day
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, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic.

The methods in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.

About the Author

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.
Industry Reviews
'... well written and easy to read, with useful illustrations of important aspects of quantile regression. It is obvious that the author knows the subject inside out, giving an up-to-date, exhaustive account of the subject. ... The book is a valuable contribution to the statistical literature, and a must have for every statistician or econometrician interested in quantile regression methods.' Journal of the Royal Statistical Society 'It is well written and easy to read, with useful ilustrations of important aspects of quantile regression ... a valuable contribution to the statistical literature and is essential for every statistician or econometrician who is interested in quantile regression methods.' Andreas Karlsson, Uppsala University

More in Mathematics & Statistics Higher Education Textbooks

Mathematics for Technicians : 7th Edition - Blair Alldis

RRP $94.95

$82.25

13%
OFF
Modern Engineering Mathematics pack with MyMathLab Global : 6th edition - Glyn James
Maths Skills for Success at University - Kathy Brady

RRP $59.95

$52.95

12%
OFF
Modern Engineering Mathematics : 6th Edition - Glyn James

RRP $149.55

$119.95

20%
OFF
Calculus, Metric Edition : 9th edition - James Michael Stewart

RRP $174.95

$141.75

19%
OFF
Mind on Statistics : 6th Edition - Jessica M. Utts

RRP $227.95

$179.75

21%
OFF
Linear Algebra and Its Applications : 6th Global Edition - David Lay
Mathematical Statistics with Applications : 7th Edition - Dennis Wackerly
Essential Calculus : 2nd Edition - James Stewart

RRP $207.95

$165.25

21%
OFF
Statistics Using Stata : 3rd Edition - An Integrative Approach - Sharon Lawner Weinberg
Elementary Linear Algebra : 12th Edition - Howard Anton

RRP $164.95

$141.25

14%
OFF
Mathematics for Education : Custom Edition - Gail McLeod

RRP $158.35

$136.50

14%
OFF
Business Statistics : 4th Global Edition - Norean Sharpe

RRP $140.75

$113.75

19%
OFF
Modern Statistics, Pearson Original Edition - Don McNeil
Calculus : 9th edition - Early Transcendentals, Metric - James Michael Stewart
Quantile Regression : Econometric Society Monographs - Roger Koenker