Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study

DOI10.2307/2527216zbMath0894.62018OpenAlexW2022103609MaRDI QIDQ4375442

Jinyong Hahn

Publication date: 22 June 1998

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527216

zbMATH Keywords

Bayesian bootstrap distributionquantile regression estimator

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Nonparametric statistical resampling methods (62G09)

Related Items (8)

An MCMC approach to classical estimation. ⋮ New tests based on Rubin's empirical distribution function ⋮ Bayesian empirical likelihood for quantile regression ⋮ Frequentist properties of Bayesian inequality tests ⋮ Bayesian bootstraps for massive data ⋮ Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form ⋮ Conditional quantile processes based on series or many regressors ⋮ Quantile regression with censoring and endogeneity

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