QUANTILE REGRESSION.
Series: ECONOMETRIC SOCIETY MONOGRAPHS; NO. 38
Publisher: CAMBRIDGE UNIV PRESS; Cambridge University Press
Published: 2005
Place of publication: NEW YORK
Language: und; eng
Number of pages: 349
Description: "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."--Jacket.