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Quantile Regression

Quantile Regression (eBook)

Estimation And Simulation

de Domenico Vistocco e Marilena Furno 

idioma: Inglês
Editor: WILEY
Edição ou reimpressão: julho de 2018
91,14€
Disponibilidade Imediata
Ebook para ADE

Contains an overview of several technical topics of Quantile Regression Volume two of Quantile Regression offers an important guide for applied researchers that draws on the same example-based approach adopted for the first volume. The text explores topics including robustness, expectiles, m-quantile, decomposition, time series, elemental sets and linear programming. Graphical representations are widely used to visually introduce several issues, and to illustrate each method. All the topics are treated theoretically and using real data examples. Designed as a practical resource, the book is thorough without getting too technical about the statistical background. The authors cover a wide range of QR models useful in several fields. The software commands in R and Stata are available in the appendixes and featured on the accompanying website. The text: Provides an overview of several technical topics such as robustness of quantile regressions, bootstrap and elemental sets, treatment effect estimators Compares quantile regression with alternative estimators like expectiles, M-estimators and M-quantiles Offers a general introduction to linear programming focusing on the simplex method as solving method for the quantile regression problem Considers time-series issues like non-stationarity, spurious regressions, cointegration, conditional heteroskedasticity via quantile regression Offers an analysis that is both theoretically and practical Presents real data examples and graphical representations to explain the technical issues Written for researchers and students in the fields of statistics, economics, econometrics, social and environmental science, this text offers guide to the theory and application of quantile regression models.

Quantile Regression
Estimation And Simulation
ISBN: 9781118863640 Ano de edição ou reimpressão: Editor: WILEY Idioma: Inglês Páginas: 312 Tipo de Produto: eBook Coleção: Wiley Series In Probability And Statistics Formato: PDF i Classificação Temática: eBooks  >  eBooks em Inglês  >  Ciências Exatas e Nat.  >  Matemática

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