Quantile Regression - Koenker, Roger, and Chesher, Andrew, Professor (Editor), and Jackson, Matthew (Editor)

A comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric.

Quantile Regression 2008, Cambridge University Press, New York

ISBN-13: 9780521845731

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Quantile Regression 2005, Cambridge University Press, New York

ISBN-13: 9780521608275

Trade paperback

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