Description
A comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric.
About the Author
Roger Koenker is McKinley Professor of Economics and Professor of Statistics at the University of Illinois at Urbana-Champaign. From 1976 to 1983 he was a member of the technical staff at Bell Laboratories. He has held visiting positions at The University of Pennsylvania, Charles University, Prague, Nuffield College, Oxford, University College London and Australian National University. He is a Fellow of the Econometric Society.
Reviews
'... well written and easy to read, with useful illustrations of important aspects of quantile regression. It is obvious that the author knows the subject inside out, giving an up-to-date, exhaustive account of the subject. ... The book is a valuable contribution to the statistical literature, and a must have for every statistician or econometrician interested in quantile regression methods.' Journal of the Royal Statistical Society
'It is well written and easy to read, with useful ilustrations of important aspects of quantile regression ... a valuable contribution to the statistical literature and is essential for every statistician or econometrician who is interested in quantile regression methods.' Andreas Karlsson, Uppsala University
Book Information
ISBN 9780521608275
Author Roger Koenker
Format Paperback
Page Count 366
Imprint Cambridge University Press
Publisher Cambridge University Press
Weight(grams) 540g
Dimensions(mm) 229mm * 150mm * 25mm