Direct use of regression quantiles to construct confidence sets in linear models

DOI10.1214/aos/1033066210zbMath0853.62040MaRDI QIDQ1922407

Kenneth Q. Zhou, Stephen L. Portnoy

Publication date: 7 January 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1033066210

zbMATH Keywords

bootstrap; robustness; confidence intervals; Bahadur representation; regression quantiles; Brownian bridge; simulation results; prediction intervals; confidence bands; conditional quantiles; studentization; empirical quantile function; distribution-free approach; empirical levels; sample regression quantiles

Mathematics Subject Classification ID

62G20: Asymptotic properties of nonparametric inference

62J05: Linear regression; mixed models

62G15: Nonparametric tolerance and confidence regions

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