000 02563cam a2200325 i 4500
001 19485625
003 BD-DhUL
005 20220417121213.0
008 170208s2018 flua b 001 0 eng
010 _a 2017005283
020 _a9780367657574 (pbk)
040 _aDLC
_beng
_cDLC
_erda
_dDLC
_dBD-DhUL
042 _apcc
050 0 0 _aQA278.2
_b.H3738 2018
082 0 0 _a519.536
_bHAN
245 1 0 _aHandbook of quantile regression /
_cedited by Roger Koenker ... [et al.]
260 _aBoca Raton :
_bCRC Press,
_c2018.
300 _axix, 463 p. :
_bill. ;
_c27 cm.
365 _aGBP
_b42.99
490 0 _aChapman & Hall/CRC handbooks of modern statistical methods.
504 _aIncludes bibliographical references and index.
520 _aQuantile 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.--
_cProvided by Publisher.
650 0 _aRegression analysis.
700 1 _aKoenker, Roger.
_eed.
700 1 _aChernozhukov, Victor.
_eed.
700 1 _aHe, Xuming.
_eed.
700 1 _aPeng, Limin.
_eed.
942 _2ddc
_cBK
955 _brl03 2017-02-08
_irl03 2017-02-08 to Dewey
_axn11 2018-04-18 1 copy rec'd., to CIP ver.
999 _c255800
_d255800