Quantile Regression

Sunil Kumar ()

Chapter Chapter 22 in Python for Accounting and Finance, 2024, pp 357-364 from Springer

Abstract: Abstract Quantile regression is an extension of linear regression that allows researchers to estimate the conditional quantiles of a response variable given a set of predictor variables. Unlike linear regression, which focuses on estimating the conditional mean of the response variable, quantile regression provides a more comprehensive understanding of the relationship between the response and predictor variables across different quantiles.

Date: 2024
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-031-54680-8_22

Ordering information: This item can be ordered from
http://www.springer.com/9783031546808

DOI: 10.1007/978-3-031-54680-8_22

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().