<図書>
Quantile regression
責任表示 | Roger Koenker |
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シリーズ | Econometric Society monographs ; no. 38 |
データ種別 | 図書 |
出版情報 | Cambridge : Cambridge University Press , 2005 |
本文言語 | 英語 |
大きさ | xv, 349 p. : ill. ; 23 cm |
概要 | Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least-squares ...egression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale, and shape of the entire response distribution. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods are illustrated with a variety of applications from economics, biology, ecology, and finance. The treatment will find its core audiences in econometrics, statistics, and biostatistics. Book jacket.続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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: hbk | 理系図3F 数理独自 | KOEN/20/1 | 2005 |
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023212005002628 |
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書誌詳細
一般注記 | Includes bibliographical references (p. [319]-335) and indexes |
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著者標目 | *Koenker, Roger |
件 名 | LCSH:Regression analysis LCSH:Mathematical statistics |
分 類 | LCC:QA278.2 DC22:519.5/36 |
書誌ID | 1001225682 |
ISBN | 0521608279 |
NCID | BA72453988 |
巻冊次 | : pbk ; ISBN:0521608279 ; XISBN:9780521608275 : hbk ; ISBN:0521845734 ; XISBN:9780521845731 |
登録日 | 2009.09.18 |
更新日 | 2009.11.02 |