Quantile Regression by Roger Koenker

Quantile Regression by Roger Koenker provides complete treatment of the topic, encompassing models which can be linear and nonlinear, parametric and nonparametric. This matter seeks to extend ideas of quantiles to the estimation of conditional quantile capabilities–models by which quantiles of the conditional distribution of the response variable are expressed as features of noticed covariates.

Quantile regression is progressively rising as a unified statistical methodology for estimating models of conditional quantile functions. The creator has devoted greater than 25 years of analysis to this topic. The methods within the evaluation are illustrated with a wide range of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and utilized mathematics in addition to the disciplines cited above.

Creator has a profound knowledge of econometrics, linear and non-linear programming, statistics and computational statistics, and a strong intuition, mixed with a sense for practical problems. As a result, this excellent book combines all of those above points and covers a broad spectrum, from practical functions to the weak convergence of probability measures through examples on maximum daily temperatures to Choquet capacities.

This book should definitely be on each statistician’s and econometrician’s shelf. It supplies useful information for statisticians and econometricians, and it may definitely serve as a reference book.

Quantile Regression (Econometric Society Monographs) [Paperback]

Roger Koenker
Cambridge University Press (May 9, 2005)
366 pages

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