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Knygos aprašymas

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.

Informacija

Autorius: Roger Koenker
Leidėjas: Cambridge University Press
Išleidimo metai: 2008
Knygos puslapių skaičius: 368
ISBN-10: 0521845734
ISBN-13: 9780521845731
Formatas: Knyga kietu viršeliu
Kalba: Anglų
Žanras: Econometrics and economic statistics

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