Quantile Regression - Theory and Applications [PDF] torrent

Hardcover: 276 pages
Publisher: Wiley; 1 edition (December 31, 2013)
Language: English
ISBN-10: 111997528X
ISBN-13: 978-1119975281


A guide to the implementation and interpretation of Quantile Regression models

This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods.

The main focus of this book is to provide the reader with a comprehensivedescription of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and followed by applications using real data.

Quantile Regression:

Presents a complete treatment of quantile regression methods, including, estimation, inference issues and application of methods.
Delivers a balance between methodolgy and application, illustrating how
Offers an overview of the recent developments in the quantile regression framework
and why to use quantile regression in a variety of areas such as economics,
finance and computing.
Features a supporting website (www.wiley.com/go/quantile_regression) hosting datasets along with R, Stata and SAS software code.