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Handbuch der Quantilregress
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- Sofort-KaufenHandbuch der Quantilregression (Kapman & Hall, Koenker, Tschernozhukow, Er, **
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eBay-Artikelnr.:333736493938
Artikelmerkmale
- Artikelzustand
- PublishedOn
- 2017-11-27
- ISBN
- 9781498725286
- EAN
- 9781498725286
- Subject Area
- Mathematics
- Publication Name
- Handbook of Quantile Regression
- Publisher
- CRC Press LLC
- Item Length
- 10.1 in
- Subject
- Probability & Statistics / General, Probability & Statistics / Regression Analysis
- Publication Year
- 2017
- Series
- Chapman and Hall/Crc Handbooks of Modern Statistical Methods Ser.
- Type
- Textbook
- Format
- Hardcover
- Language
- English
- Item Height
- 1.3 in
- Item Weight
- 37 Oz
- Item Width
- 7.1 in
- Number of Pages
- 484 Pages
Über dieses Produkt
Product Information
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.
Product Identifiers
Publisher
CRC Press LLC
ISBN-10
1498725287
ISBN-13
9781498725286
eBay Product ID (ePID)
234309069
Product Key Features
Number of Pages
484 Pages
Language
English
Publication Name
Handbook of Quantile Regression
Publication Year
2017
Subject
Probability & Statistics / General, Probability & Statistics / Regression Analysis
Type
Textbook
Subject Area
Mathematics
Series
Chapman and Hall/Crc Handbooks of Modern Statistical Methods Ser.
Format
Hardcover
Dimensions
Item Height
1.3 in
Item Weight
37 Oz
Item Length
10.1 in
Item Width
7.1 in
Additional Product Features
Intended Audience
College Audience
LCCN
2017-005283
Dewey Edition
23
Reviews
"Quantile regression was introduced in 1757 but not perfected until Koenker and Bassett made it a modern tool for robust analyses in linear models in 1978. This book is testimony to its continuing vitality and growing relevance in the big data era." -- Stephen M. Stigler , Ernest DeWitt Burton Distinguished Service Professor of Statistics, University of Chicago "Since its invention by Koenker and Bassett, quantile regression has moved from intriguing statistical curiosity to a central empirical tool in the applied econometrician's toolkit. This volume offers a valuable, accessible, and timely summary of the many major methodological developments that have expanded and enriched our understanding of quantile regression and its many applications. Many of the volume's contributors have been active in promoting the "quantile revolution." Practitioners and methodologists alike should find the essays in this Handbook useful and interesting." -- Josh Angrist , MIT Department of Economics, "Given the substantial impact that Quantile Regression (QR) has had in the statistical literature in general (and particularly in econometrics), a handbook that acknowledges this impact and explores its breadth is especially welcome. This volume provides an excellent coverage of the developments in, and applications of, QR over the past 40 years. A brief historical "memoir" by Bassett and Koenker is followed by 21 chapters contributed by a broad cross-section of scholars, all of whom are experts in QR. These chapters amply illustrate the versatility of QR, and the wide range of variations on its central theme that can be developed to give us a powerful suite of inferential methods...This Handbook is a wonderful resource for graduate students and researchers alike. As has been noted already, the various contributions provide an excellent coverage of the use of QR in the context of a variety of statistical models and types of data. In addition, the book provides illustrations of the application of QR in finance, ecology and environmental sciences, and in genetic and genomic studies. The editors and contributors are to be congratulated on assembling this valuable handbook, which will serve to update and significantly extend our understanding of the richness of QR methods." --David E. Giles in Statistical Papers, September 2018 "Quantile regression was introduced in 1757 but not perfected until Koenker and Bassett made it a modern tool for robust analyses in linear models in 1978. This book is testimony to its continuing vitality and growing relevance in the big data era." -- Stephen M. Stigler , Ernest DeWitt Burton Distinguished Service Professor of Statistics, University of Chicago "Since its invention by Koenker and Bassett, quantile regression has moved from intriguing statistical curiosity to a central empirical tool in the applied econometrician's toolkit. This volume offers a valuable, accessible, and timely summary of the many m
Illustrated
Yes
Dewey Decimal
519.536
Lc Classification Number
Qa278.2.H3738 2017
Table of Content
A Quantile Regression Memoir - Gilbert W. Bassett Jr. and Roger Koenker Resampling Methods - Xuming He Quantile Regression: Penalized - Ivan Mizera Bayesian Quantile Regression - Huixia Judy Wang and Yunwen Yang Computational Methods for Quantile Regression - Roger Koenker Survival Analysis: A Quantile Perspective - Zhiliang Ying and Tony Sit Quantile Regression for Survival Analysis - Limin Peng Survival Analysis with Competing Risks and Semi-competing Risks Data - Ruosha Li and Limin Peng Instrumental Variable Quantile Regression - Victor Chernozhukov, Christian Hansen, and Kaspar Wuethrich Local Quantile Treatment Effects - Blaise Melly and Kaspar Wuethrich Quantile Regression with Measurement Errors and Missing Data - Ying Wei Multiple-Output Quantile Regression - Marc Hallin and Miroslav Siman Sample Selection in Quantile Regression: A Survey - Manuel Arellano and Stephane Bonhomme Nonparametric Quantile Regression for Banach-valued Response - Joydeep Chowdhury and Probal Chaudhuri High-Dimensional Quantile Regression - Alexandre Belloni, Victor Chernozhukov, and Kengo Kato Nonconvex Penalized Quantile Regression: A Review of Methods, Theory and Algorithms - Lan Wang QAR and Quantile Time Series Analysis - Zhijie Xiao Extremal Quantile Regression -Victor Chernozhukov, Ivan Fernandez-Val, and Tetsuya Kaji Quantile regression methods for longitudinal data - Antonio F. Galvao and Kengo Kato Quantile Regression Applications in Finance - Oliver Linton and Zhijie Xiao Quantile regression for Genetic and Genomic Applications - Laurent Briollais and Gilles Durrieu Quantile regression applications in ecology and the environmental sciences - Brian S. Cade
Copyright Date
2018
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USt-IdNr.:
- GB 724498118
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eBay-Artikelnr.:333736493938
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