Statistical Modelling with Quantile Functions

ISBN-13: 9781584881742 / Angielski / Twarda / 2000 / 340 str.

Warren Gilchrist

Opis

Galton used quantiles more than a hundred years ago in describing data . Tukey and Parzen used them in the 60s and 70s in describing populati ons. Since then, the authors of many papers, both theoretical and prac tical, have used various aspects of quantiles in their work. Until now, however, no one put all the ideas together to form what turns out to be a general approach to statistics. Statistical Modelling with Quan tile Functions does just that. It systematically examines the entire p rocess of statistical modelling, starting with using the quantile func tion to define continuous distributions. The author shows that by usin g this approach, it becomes possible to develop complex distributional models from simple components. A modelling kit can be developed that applies to the whole model - deterministic and stochastic components - and this kit operates by adding, multiplying, and transforming distri butions rather than data.

Spis treści

INTRODUCTION: An Overview. Describing the Sample. Describing the Population. Statistical Foundations. QUANTILE MODELS AND THEIR CONSTRUCTION: Foundation Distributions. Distributional Model Building. THE STATISTICAL MODELLING PROCESS: Identification. Estimation. Validation. Application. EXTENDING THE MODELS: Regression Quantile Models. Bivariate Quantile Models. Postscript.

O autorze

Gilchrist, Warren