Quantile Regression

By Roger Koenker

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Quantiles provide a natural description of statistical variability in diverse populations; quantile regression offers a unified statistical methodology for studying how these measures of diversity depend upon other influences.

Subject: Business & Economics -> Economics -> Forecasting/Econometrics

1st edition

Publisher: Cambridge University Press 5/5/05
Imprint: Cambridge University Press
Language: English

ISBN 10: 0511128169
ISBN 13: 9780511128165
Print ISBN: 9780521845731