Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods) - Softcover

 
9780367657574: Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)
Softcover
ISBN 10: 0367657570 ISBN 13: 9780367657574
Publisher: Chapman and Hall/CRC, 2020

Synopsis

Quantile 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.

"synopsis" may belong to another edition of this title.

About the Author

Roger Koenker, University of Illinois

Victor Chernozhukov, MIT

Xuming He, University of Michigan

Limin Peng, Emory University

"About this title" may belong to another edition of this title.

Publisher
Chapman and Hall/CRC
Publication date
2020
Language
English
ISBN 10 
0367657570
ISBN 13 
9780367657574
Binding
Paperback
Edition number
1
Number of pages
484
Editor
Koenker Roger, Chernozhukov Victor, He Xuming, Peng Limin

Other Popular Editions of the Same Title

9781498725286: Handbook of Quantile Regression (Chapman & Hall/CRC Handbooks of Modern Statistical Methods)

Featured Edition

ISBN 10:  1498725287 ISBN 13:  9781498725286
Publisher: Chapman and Hall/CRC, 2017
Hardcover