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1、a105a105“9781119975281fm” 2013/9/27 15:47 page i #1a105a105a105a105a105a105a105a105“9781119975281fm” 2013/10/10 17:21 page i #1a105a105a105a105a105a105Quantile Regressiona105a105“9781119975281fm” 2013/10/10 17:21 page ii #2a105a105a105a105a105a105WILEY SERIES IN PROBABILITY AND STATISTICSEstablished
2、 by Walter A. Shewhart and Samuel S. WilksEditorsDavid J. Balding, Noel A. C. Cressie, Garrett M. Fitzmaurice, Harvey Goldstein,Iain M. Johnstone, Geert Molenberghs, David W. Scott, Adrian F. M. Smith, Ruey S.Tsay, Sanford WeisbergEditors EmeritiVic Barnett, J. Stuart Hunter, Joseph B. Kadane, Jozef
3、 L. TeugelsA complete list of the titles in this series appears at the end of this volume.a105a105“9781119975281fm” 2013/10/10 17:21 page iii #3a105a105a105a105a105a105Quantile RegressionTheory and ApplicationsCristina DavinoDepartment of Political Science, Communication andInternational Relations,
4、University of Macerata, ItalyMarilena FurnoDepartment of AgricultureUniversity of Naples Federico II, ItalyDomenico VistoccoDepartment of Economics and LawUniversity of Cassino, Italya105a105“9781119975281fm” 2013/10/10 17:21 page iv #4a105a105a105a105a105a105This edition first published 2014 2014 J
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11、ofessionaladvice or other expert assistance is required, the services of a competent professional should be sought.Library of Congress Cataloging-in-Publication DataDavino, Cristina.Quantile regression : theory and applications / Cristina Davino, Marilena Furno, Domenico Vistocco.pages cm (Wiley ser
12、ies in probability and statistics)Includes bibliographical references and index.ISBN 978-1-119-97528-1 (hardback)1. Quantile regression. 2. Regression analysis. I. Furno, Marilena, 1957. II. Vistocco, Domenico.III. Title.QA278.2.D38 2013519.536dc232013023591A catalogue record for this book is availa
13、ble from the British Library.The cover image contains a detail of the cover plate of the Tomb of Diver, reproduced by kind permission ofthe Archaeological Museum of Paestum, Italy (grant n. 19/2013 Ministero per i Beni e le Attivit Culturali,Soprintendenza per i Beni Archeologici di Salerno, Avellin
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15、5a105a105ContentsPreface ixAcknowledgments xiIntroduction xiiNomenclature xv1 A visual introduction to quantile regression 1Introduction 11.1 The essential toolkit 11.1.1 Unconditional mean, unconditional quantiles and surroundings 21.1.2 Technical insight: Quantiles as solutions of a minimizationpr
16、oblem 41.1.3 Conditional mean, conditional quantiles and surroundings 61.2 The simplest QR model: The case of the dummy regressor 81.3 A slightly more complex QR model: The case of a nominal regressor 131.4 A typical QR model: The case of a quantitative regressor 151.5 Summary of key points 20References 212 Quantile regression: Understanding how and why 22Introduction 222.1 How and why quantile re
