A smooth block bootstrap for quantile regression with time series (Q1650073)

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A smooth block bootstrap for quantile regression with time series
scientific article

    Statements

    title
    A smooth block bootstrap for quantile regression with time series (English)
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    author
    Karl B. Gregory
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    Daniel J. Nordman
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    Soumendra Nath Lahiri
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    publication date
    29 June 2018
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    zbMATH Keywords
    kernel smoothing
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    jackknife after bootstrap
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    moving blocks
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    tapering
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    value at risk
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    describes a project that uses
    quantreg
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    astsa
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    CAViaR
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    cites work
    Q4869547
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    Q5613647
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    Regression Quantiles
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    Q4869557
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    Q4015739
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    Q3561145
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    Q4272483
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    Identifiers

    DOI
    10.1214/17-AOS1580
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    Mathematics Subject Classification ID
    62G09
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    62G20
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    62J05
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    62M10
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    zbMATH DE Number
    6897925
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