Quantile Regression —— Theory and Applications

Name: Quantile Regression
Rating: 4.51
ISBN: 9781119975281

----- 分位数回归-理论与应用

ISBN: 9781119975281 出版年：2013 页码：290 Cristina Davino Marilena Furno Wiley

知识网络

内容简介

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 comprehensive description 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 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.

Amazon评论

Patricia Lusie Velozo da Costa

I bought the book Quantile Regression - Theory and Applications - Cristina Davino, Marilena Furno and Domenico Vistocco - 2014 and I was surprised to read the book and see the black and white figures when there is a pdf available containing the figures in color. Because of this there are figures that are very difficult to see because they are very clear. That way, it is better to get the pdf with the colorful figures than to buy the book.

Jack

The authors made Quantile Regression very accessible by using econometric research method. the authors also provide many stata, R program files and data set to help readers to understand and practice various quantile regression problems. Perhaps it is the best textbook in the field of quantile regression. Qingjie Xia, School of Economics, Peking University

Gilmar Rosa

expensive, too expensive for some content. Could be broader with more resources the contents of quantreg library. Thanks, Brazil, Statisitics

Patricia Lusie Velozo da Costa

Jack

The authors made Quantile Regression very accessible by using econometric research method. the authors also provide many stata, R program files and data set to help readers to understand and practice various quantile regression problems. Perhaps it is the best textbook in the field of quantile regression.Qingjie Xia, School of Economics, Peking University

Gilmar Rosa

expensive, too expensive for some content. Could be broader with more resources the contents of quantreg library.Thanks, Brazil,Statisitics

作品图片

推荐图书

$Multifractals$