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Quantile Regression - Theory and Applications [PDF]

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Description

 							Hardcover: 276 pages
  Publisher: Wiley; 1 edition (December 31, 2013)
 
Language: English
  ISBN-10: 111997528X
  ISBN-13: 978-1119975281
  
  
  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
comprehensivedescription 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, illustrating
how
  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.
  Features a supporting
website (www.wiley.com/go/quantile_regression) hosting datasets along with R, Stata and SAS software code.
						

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