Quantile Regression

Estimation and Simulation

af Marilena (Dipartimento di Scienze Economiche University of Cassino Furno

This book provides an excellent reference for applied researchers without getting too technical about the statistical background. Using an example based approach, topics such as includerobustness, expectiles, linear programming, decomposition and constrained optimization are featured along with graphical representations to illustrate each method. Examples from biostatistics and environmetrics as well as economics and finance are also featured.