Screen LibraryHandbook of quantile regression /
Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that mini...
Saved in:
| Group Author: | ; ; ; |
|---|---|
| Published: |
CRC Press, Taylor & Francis Group,
|
| Publisher Address: | Boca Raton, FL : |
| Publication Dates: | [2018] |
| Literature type: | Book |
| Language: | English |
| Series: |
Chapman & Hall/CRC handbooks of modern statistical methods
|
| Subjects: | |
| Summary: |
Quantile regression constitutes an ensemble of statistical techniques intended to estimate and draw inferences about conditional quantile functions. Median regression, as introduced in the 18th century by Boscovich and Laplace, is a special case. In contrast to conventional mean regression that minimizes sums of squared residuals, median regression minimizes sums of absolute residuals; quantile regression simply replaces symmetric absolute loss by asymmetric linear loss. Since its introduction in the 1970's by Koenker and Bassett, quantile regression has been gradually extended to a wide var |
| Carrier Form: | xix, 463 pages : illustrations ; 27 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: |
9781498725286 1498725287 |
| Index Number: | QA278 |
| CLC: | O212.1-62 |
| Call Number: | O212.1-62/H236 |