Zum Hauptinhalt springen Zur Suche springen Zur Hauptnavigation springen
Beschreibung
The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.
The objective of this volume is to provide a comprehensive review of recent developments of quantile regression methodology illustrating its applicability in a wide range of scientific settings. The intended audience of the volume is researchers and graduate students across a diverse set of disciplines.
Über den Autor

Roger Koenker,University of Illinois

Victor Chernozhukov,MIT

Xuming He,University of Michigan

Limin Peng, Emory University

Inhaltsverzeichnis

A Quantile Regression Memoir - Gilbert W. Bassett Jr. and Roger Koenker

Resampling Methods - Xuming He

Quantile Regression: Penalized - Ivan Mizera

Bayesian Quantile Regression - Huixia Judy Wang and Yunwen Yang

Computational Methods for Quantile Regression - Roger Koenker

Survival Analysis: A Quantile Perspective - Zhiliang Ying and Tony Sit

Quantile Regression for Survival Analysis - Limin Peng

Survival Analysis with Competing Risks and Semi-competing Risks Data - Ruosha Li and Limin Peng

Instrumental Variable Quantile Regression - Victor Chernozhukov, Christian Hansen, and Kaspar Wuethrich

Local Quantile Treatment Effects - Blaise Melly and Kaspar Wuethrich

Quantile Regression with Measurement Errors and Missing Data - Ying Wei

Multiple-Output Quantile Regression - Marc Hallin and Miroslav Siman

Sample Selection in Quantile Regression: A Survey - Manuel Arellano and Stephane Bonhomme

Nonparametric Quantile Regression for Banach-valued Response - Joydeep Chowdhury and Probal Chaudhuri

High-Dimensional Quantile Regression - Alexandre Belloni, Victor Chernozhukov, and Kengo Kato

Nonconvex Penalized Quantile Regression: A Review of Methods, Theory and Algorithms - Lan Wang

QAR and Quantile Time Series Analysis - Zhijie Xiao

Extremal Quantile Regression -Victor Chernozhukov, Ivan Fernandez-Val, and Tetsuya Kaji

Quantile regression methods for longitudinal data - Antonio F. Galvao and Kengo Kato

Quantile Regression Applications in Finance - Oliver Linton and Zhijie Xiao

Quantile regression for Genetic and Genomic Applications - Laurent Briollais and Gilles Durrieu

Quantile regression applications in ecology and the environmental sciences - Brian S. Cade

Details
Erscheinungsjahr: 2020
Fachbereich: Wahrscheinlichkeitstheorie
Genre: Importe, Mathematik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Inhalt: Einband - flex.(Paperback)
ISBN-13: 9780367657574
ISBN-10: 0367657570
Sprache: Englisch
Einband: Kartoniert / Broschiert
Redaktion: Koenker, Roger
Chernozhukov, Victor
He, Xuming
Hersteller: Chapman and Hall/CRC
Verantwortliche Person für die EU: Libri GmbH, Europaallee 1, D-36244 Bad Hersfeld, gpsr@libri.de
Maße: 254 x 178 x 26 mm
Von/Mit: Roger Koenker (u. a.)
Erscheinungsdatum: 30.09.2020
Gewicht: 0,902 kg
Artikel-ID: 127175650