Koenker / Chernozhukov / He Handbook of Quantile Regression

1. Auflage 2017
ISBN: 978-1-4987-2529-3
Verlag: CRC Press
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 483 Seiten

Reihe: Chapman & Hall/CRC Handbooks of Modern Statistical Methods

There has been a huge amount of research in the area of quantile regressions since the original paper was published in 1978, with many developments in methodology and numerous applications. This handbook synthesizes research in this area through a carefully-edited collection of chapters presenting an overview of this methodology and applications. It is co-edited by, and includes contributions from, the leading researchers in the field, including the original developer of the methodology, Roger Koenker.

Autoren/Hrsg.

Koenker, Roger

Chernozhukov, Victor

He, Xuming

Peng, Limin

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik

Inhaltsverzeichnis

A Quantile Regression Memoir

Resampling Methods

Quantile Regression Penalized

Bayesian Quantile Regression

Computational Methods for Quantile Regression

Quantile Regression for Survival Analysis

Survival Analysis with Competing Risks and Semi-competing Risks Data

Local Quantile Treatment Effects

Quantile Regression with Measurement Errors and Missing Data

Multiple-Output Quantile Regression

Sample Selection in Quantile Regression: A Survey

Nonparametric Quantile Regression for Banach-valued Response

High-Dimensional Quantile Regression

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

QAR and Quantile Time Series Analysis

Extremal Quantile Regression

Quantile regression methods for longitudinal data

Quantile Regression Applications in Finance

Quantile regression for Genetic and Genomic Applications

Quantile regression applications in ecology and the environmental sciences