Handbook of Quantile Regression

Roger Koenker, Victor Chernozhukov, Xuming He, Limin Peng

Chapman and Hall/CRC
Published October 25, 2017
Reference - 463 Pages - 106 B/W Illustrations
ISBN 9781498725286 - CAT# K25770
Series: Chapman & Hall/CRC Handbooks of Modern Statistical Methods

For Instructors Request Inspection Copy

USD$119.95

Add to Wish List
FREE Standard Shipping!

Summary

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.

Instructors

We provide complimentary e-inspection copies of primary textbooks to instructors considering our books for course adoption.

Request an
e-inspection copy

Share this Title