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Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. Roger Koenker has devoted more than 25 years of research to the topic. The methods in his analysis are illustrated with a variety of applications from economics, biology, ecology and finance and will target audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above. Author resource page: http://www.econ.uiuc.edu/~roger/research/rq/rq.html

Roger Koenker is the winner of the 2010 Emanuel and Carol Parzen Prize for Statistical Innovation, awarded by the the Department of Statistics at Texas A&M University.

• Published on: 2010-07-06
• Original language: English
• Binding: Printed Access Code

Review
"Roger Koenker has a profound knowledge of econometrics, linear and non-linear programming, statistics and computational statistics, and a strong intuition, combined with a sense for practical problems. As a result, this excellent book combines all of these above aspects and covers a broad spectrum, from practical applications to the weak convergence of probability measures through examples on maximum daily temperatures to Choquet capacities...this book should definitely be on every statistician's and econometrician's shelf."
Jana Jureckova, Journal of the American Statistical Association

"The author is one [of] the "fathers" of quantile regression. He has substantially contributed to the theoretical as well as the applied development of the field. The book is well written... It provides useful information for statisticians and econometricians, and it can certainly serve as a reference book."
M. Huskova, Mathematical Reviews

About the Author
Roger Koenker is McKinley Professor of Economics and Professor of Statistics at the University of Illinois at Urbana-Champaign. From 1976 to 1983 he was a member of the technical staff at Bell Laboratories. He has held visiting positions at The University of Pennsylvania, Charles University, Prague, Nuffield College, Oxford, University College London and Australian National University. He is a Fellow of the Econometric Society.

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4 of 4 people found the following review helpful.
new views for modern data
By Jan Galkowski
Modern data are plentiful and, as always, complicated. Yet the demand for interpretations and explanations are ever more urgent. There's a pressure to do more in less time.

Quantile regression is based upon a reinterpretation of the least squares method, providing a flexible means of doing data analysis. Rather than seeing a dataset as a "signal contaminated with noise", it suggests all the effects recorded there are worthy of study, if only to understand processes which interfere with primary measurements.

In cases of complicated observations and datasets, it promises to serve as a powerful tool.

Prior to purchase, I recommend Koenker, Hallock, J.Econ.Perspectives 15(4), 143-156, Fall 2001, and especially Cade, Noon, Frontiers Ecol. Environ 2003, 1(8), 412-420 as previews.

I look forward to indulging myself with the text.

2 of 2 people found the following review helpful.
Great book - But severe typos in the Kindle edition at least.
By expateconomiste
This book is an important reference on quantile regressions. It gives an overview that papers will not easily give you. However, detailed proofs are usually only available in the published papers.

However, I bought the Kindle edition of the book, and there are numerous severe copyediting/typographic problems in the book. For instance, section 4.6.1 has an important sentence that never finishes. Somewhere else in the book the maths get jammed. I have not checked the print edition of the book, but these are severe problems that should have been eliminated with copyediting.

Otherwise, this book is crucial for anybody doing quantile regression analysis.

5 of 7 people found the following review helpful.
Resource for any economist
By D. G. Wiczer
QR is a fascinating and increasingly important tool for any economist (note that I leave of the "-trician"). Especially when we consider heterogenous agent models, the standard techniques of mean-regression seem comparatively mindless. Who better to teach the subject than the man who invented it? He's got an engaging voice and clear pen.

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• Sales Rank: #4572526 in Books
• Published on: 1962
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• Sales Rank: #25446 in Books
• Brand: Pro Force
• Published on: 2008-04-17
• Original language: English
• Number of items: 1
• Dimensions: 8.50" h x 11.10" w x 10.75" l, 3.06 pounds
• Binding: Hardcover
• 456 pages

Features

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• Tested in the field and used in the toughest environments
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About the Author
is the editor of

, and

, and author of

and

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The Skills Your Grandparents Had, But You Probably Don't
By David Bennett
Until I checked this book out of the library, I had rarely given a thought to getting "back to basics," that is learning how to be more self-sufficient. After I read the book, I soon bought it, because it opened my eyes to the many ways that I am almost entirely dependent upon others for my basic needs. "Back to Basics" is a helpful guide for those who want to get away from it all and live totally independently on a farm, and even those like myself that live in town, but that want to become more self-sufficient, and less dependent on expensive fossil fuels and foods that someone else has raised or grown.

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552 of 595 people found the following review helpful.
Some good information, but unfocused (details)
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93 of 103 people found the following review helpful.
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This is simply the best reference book for self sufficient country living ever, bar none. From building to growing to conserving to preserving to raising animals to cooking... recreation, knitting, herbs, knots, quilting, cider, canoeing, candle making, soaps, blacksmithing, not to mention beer and wine making; and everything in between and extending from both ends - this book has it all. The table of contents only touches on what's contained. If you can think of it, this book probably has it. It is *the* encyclopedia of living the "basics."

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A magnificent and timely examination of an age of fear, subversion, suppression and espionage, Adam Zamoyski explores the attempts of the governments of Europe to police the world in a struggle against obscure forces, seemingly dedicated to the overthrow of civilisation.

The advent of the French Revolution confirmed the worst fears of the rulers of Europe. They saw their states as storm-tossed vessels battered by terrible waves coming from every quarter and threatened by horrific monsters from the deep. Rulers' nerves were further unsettled by the voices of the Enlightenment, envisaging improvement only through a radical transformation of existing structures, with undeniable implications for the future role of the monarchy and the Church.

Napoleon's arrival on the European stage intensified these fears, and the changes he wrought across Europe fully justified them. Yet he also brought some comfort to those rulers who managed to survive: he had tamed the revolution in France and the hegemony he exercised over Europe was a kind of guarantee against subversion. Once Napoleon was toppled, the monarchs of Europe took over this role for themselves.

However, the nature of their attempts to impose order were not only ineffectual, they also managed to weaken the bases of that order. As counter-productive as anything, for example, was the use of force. Reliance on standing armies to maintain order only served to politicize the military and to give potential revolutionaries the opportunity to get their hands on a ready armed force.

The wave of revolutions in 1848 might have embodied the climactic clash that many had come to expect, but it was no Armageddon, lacking the kind of mass support that rulers had dreaded and revealed the groundlessness of most of their fears. Interestingly, the sense of a great, ill-defined, subversive threat never went away, indeed it lingers on even today in the minds of world leaders.

Adam Zamoyski's compelling history explores how the rulers and governments of the time really did envisage the future and how they meant to assure it.

• Sales Rank: #1755805 in Books
• Published on: 2015-08-27
• Released on: 2015-10-13
• Format: International Edition
• Original language: English
• Dimensions: 7.83" h x 1.54" w x 5.12" l, .97 pounds
• Binding: Paperback
• 592 pages

Review

‘Vivid, terrifying and often quite funny … an interesting take on 1848 … this superbly drawn story is full of painful allegories’ The Times

‘Splendidly provocative … perceptive and often amusing … full of arresting details and sharp asides … Adam Zamoyski writes like a dancer at a court ball: gracious, patrician, masterful, sure-footed … Phantom Terror is a thumping great pleasure to read … history at its best’ Spectator

‘Scintillating and original’ Economist

‘We know the Napoleonic era well, but the Decades after Napoleon’s fall are often neglected. Adam Zamoyski covers those years, showing how fear of revolution caused the autocrats of Europe to repress freedom on an unprecedented scale’ Simon Sebag Montefiore, Mail on Sunday

About the Author

Adam Zamoyski was born in New York, was educated at Oxford, and lives in London. A full-time writer, his books include ‘Paderewski’, ‘The Last King of Poland’,‘1812: Napoleon’s Fatal March on Moscow’, which was a Sunday Times bestseller, ‘Rites of Peace: The Fall of Napoleon and the Congress of Vienna’, ‘Warsaw 1920’ and ‘Chopin’. He is married to the painter Emma Sergeant.

Most helpful customer reviews

1 of 2 people found the following review helpful.
great topic for a book
By william hocking
This is a very interesting angle and topic, but it is treated somewhat academic. There are a lot of bright moments but in general a little more humor could be mixed into this wonderfully bizarre story. The book is at its best at its late part when the author releases himself and draws more broad conclusions. The topic and rigour of the book is in itself worth the read and will give you new great new insights, but i would have prefered a little more zest.

See all 1 customer reviews...

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