Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors

DOI10.1093/biomet/asy037zbMath1506.62286arXiv1807.07697OpenAlexW2883069881WikidataQ129696645 ScholiaQ129696645MaRDI QIDQ4562735

Lan Wang, Adam B. Maidman, Ingrid Van Keilegom

Publication date: 18 December 2018

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.07697

zbMATH Keywords

confidence intervalwild bootstrapLassoadaptive Lassopenalized quantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric statistical resampling methods (62G09)

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Regularized projection score estimation of treatment effects in high-dimensional quantile regression ⋮ CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION ⋮ Nonparametric confidence regions via the analytic wild bootstrap ⋮ Wild bootstrap inference for penalized quantile regression for longitudinal data ⋮ Sparse quantile regression ⋮ An elastic-net penalized expectile regression with applications

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