by Bernd Fitzenberger (Editor), Bernd Fitzenberger (Editor), Jose A.F. Machado (Editor), Roger Koenker (Editor)
Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for estimating families of conditional quantile models, thus offering a more complete view of the stochastic relationship among variables.
Format: Illustrated
Pages: 330
Edition: 2002
Publisher: Physica
Published: 14 Dec 2001
ISBN 10: 3790814482
ISBN 13: 9783790814484