基于贝叶斯方法的空间分位数回归应用分析-统计学专业论文.docxVIP

ABSTRACTSince ABSTRACT Since Koenker and Bassett has put forward the important influence on the thought of quantile regression in 1 978，its core is to modeling of the conditions of the dependent variable quantile，making up for the defects of ordinary least squares method in the analysis of regression，and it has incomparable advantages than frequency sch001．It based on the conditions of the dependent variable quantile regression，which was carried out on the independent variable SO that all under the quantile regression model could be obtained．Quantile regression has made great developments，especially the rapid popularization of the computer in recent years，the research and application of quantile regression model is becoming one of the forefront and hottest issues in statistical and modern econometrics This paper revolves around the quantile estimates and takes quanfile regression model as the main line，researched the spatial estimation method and application of quantile regression model and used the method above to make an empirical analysis of the stock market risk．Moreover， we carried on the space statistical method and space descriptive statistics of the space regression model estimation based on the quantile regression， and used the model to make an empirical analysis of per capital income and urban-rural income gap of Guizhou Province． III 万方数据 In In the part of empirical research，the first one took China’S stock market as the research object，and the data source was between September 20 1 3 and September 20 1 5 stock index day’S closing price．The empirical results showed that the extreme risk of China’S stock market was influenced by the international market，and for the extreme risk of Shanghai A shares are mainly from its own market．The second one took 77 counties of Guizhou Province as the research object，and the data source was 2005，2007 and 2009 three year’S economic data．The empirical results showed that per capita GDP and income between urban and rural a