Quantile regression

Quantile regression

by Davino, Cristina

Type Book
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This unique reference offers a balance between methodology and application, illustrating how and why to use quantile regression in a variety of areas such as economics, finance and computing. It presents a complete treatment of quantile regression methods, including basic modeling, geometrical interpretation, estimation and inference issues, and diagnostic tools. Each method is explained and illustrated with examples using real data, including datasets for exchange rates and financial portfolio…

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Title Statements

  • Full title :Quantile regression / Cristina Davino, Marilena Furno, Domenico Vistocco.

Summary

This unique reference offers a balance between methodology and application, illustrating how and why to use quantile regression in a variety of areas such as economics, finance and computing. It presents a complete treatment of quantile regression methods, including basic modeling, geometrical interpretation, estimation and inference issues, and diagnostic tools. Each method is explained and illustrated with examples using real data, including datasets for exchange rates and financial portfolios ...

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Edition Statements

  • Publication Date:2014-2018

Publication Statements

  • Publisher(s):Wiley
  • Place of Publication:Chichester, West Sussex
  • Language:eng
  • Publication Date:2014-2018

The Physical Object

  • Description:2 volumes : : illustrations ; : 24 cm.

Edition Identifiers

  • ISBN:9781119975281, 111997528X, 9781118863596, 1118863593
  • oclc:ocn842880964
  • LC Classification:QA278.2
  • Dewey Decimal:519.5/36

Table of Contents

[1] Theory and applications -- volume 2. Estimation and simulation / Marilena Furno, Domenico Vistocco.

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Subjects

Analyse de régression Quantile regression regression analysis Régression quantile

Writers

Davino, Cristina Furno, Marilena Vistocco, Domenico

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  • Quantile Regression: Theory and Applications -- (…

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  • Quantile Regression Volume 2 Estimation and Simul…

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  • Quantile regression: estimation and simulation --…

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