Quantile Regression: Estimation and Simulation, Volume 2 (Wiley Series in Probability and Statistics)
by Marilena Furno and Domenico Vistocco
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Fulfillment optionsQuantile Regression
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.
The book, Quantile Regression: Estimation and Simulation, Volume 2 (Wiley Series in Probability and Statistics) [Bulk, Wholesale, Quantity] ISBN#9781118863596 in Hardcover by Marilena Furno, Domenico Vistocco may be ordered in bulk quantities. Minimum starts at 25 copies. Availability based on publisher status and quantity being ordered.
Details
- Publisher
- Wiley
- Authors
- Marilena Furno, Domenico Vistocco
- Format
- Hardcover
- Published
- Oct 1, 2018
- ISBN-13
- 9781118863596
- Pages
- 320
- Carton quantity
- 26 copies
- Printing
- Printed on demand
Quantile Regression in bulk: pricing
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| Copies | Price per copy | You save |
|---|---|---|
| 25 – 99 | $90.91 | 15% off list |
| 100 – 249 | $89.84 | 16% off list |
| 250 – 499 | $88.77 | 17% off list |
| 500 – 999 | $87.70 | 18% off list |
| 1,000+ | $85.56 | 20% off list |
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