Handbook Of Quantile Regression (Chapman & Hall/crc Handbooks Of Modern Statistical Methods)
by Roger Koenker(Author)
Formats
Paperback/English
USD 75.00
Description
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 i
