QUANTILE REGRESSION

by Roger Koenker

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First published: 2005 2 languages ISBN: 0521608279
Description
"This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. The author has devoted more than 25 years of research to this topic. The methods are illustrated with a variety of applications from economics, biology, ecology, and finance. The treatment will find its core audiences in econometrics, statistics, and biostatistics."--Jacket.

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