Direct use of regression quantiles to construct confidence sets in linear models (Q1922407): Difference between revisions

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+Stephen L. Portnoy
@@ Property / author: Stephen L. Portnoy / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aos/1033066210
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@@ Property / OpenAlex ID @@
+W1988791836
@@ Property / OpenAlex ID: W1988791836 / rank @@
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@@ Property / cites work @@
+A Note on Quantiles in Large Samples
@@ Property / cites work: A Note on Quantiles in Large Samples / rank @@
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@@ Property / cites work @@
+An Empirical Quantile Function for Linear Models with | operatornameiid Errors
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+One-Step Huber Estimates in the Linear Model
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+ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
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+Q3719639
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+Bootstrap methods: another look at the jackknife
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@@ Property / cites work @@
+Coverage probabilities of bootstrap-confidence intervals for quantiles
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+Q5512461
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+Regression rank scores and regression quantiles
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+Tests of linear hypotheses based on regression rank scores
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+The bootstrap and Edgeworth expansion
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+Q3828898
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+Asymptotic relations of M-estimates and R-estimates in linear regression model
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+Regression Quantiles
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+L-Estimation for Linear Models
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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