Quantile Regression: Theory and Applications

by Cristina Davino, Marilena Furno, Domenico Vistocco

A guide to the implementation and interpretation of Quantile Regression models This book explores the theory and numerous applications of quantile regression, offering empirical data analysis as well as the software tools to implement the methods. The main focus of this book is to provide the reader with a comprehensive description of the main issues concerning quantile regression; these include basic modeling, geometrical interpretation, estimation and inference for quantile regression, as well as issues on validity of the model, diagnostic tools. Each methodological aspect is explored and followed by applications using real data. Quantile Researchers and PhD students in the field of statistics, economics, econometrics, social and environmental science and chemistry will benefit from this book.

288 pages, Hardcover

First published January 1, 2013