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.
"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."@en
"Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. By complementing the exclusive focus of classical least squares regression on the conditional mean, quantile regression offers a systematic strategy for examining how covariates influence the location, scale and shape of the entire response distribution. 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 in the analysis are illustrated with a variety of applications from economics, biology, ecology and finance. The treatment will find its core audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above."@en
Escola de Modelos de Regressão (5a : 1997 : Campos do Jordão, Brasil)
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University of Illinois at Urbana-Champaign. Bureau of Economic and Business Research.
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MATHEMATICS Probability & Statistics Regression Analysis.
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