Bootstrap confidence bands and partial linear quantile regression
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Cites work
- scientific article; zbMATH DE number 4098524 (Why is no real title available?)
- scientific article; zbMATH DE number 720755 (Why is no real title available?)
- A comparison of local constant and local linear regression quantile estimators
- An Effective Bandwidth Selector for Local Least Squares Regression
- Assessing value at risk with CARE, the conditional autoregressive expectile models
- Asymmetric Least Squares Estimation and Testing
- Bootstrap Methods for Median Regression Models
- Bootstrap simultaneous error bars for nonparametric regression
- Bootstrapping Quantile Regression Estimators
- Confidence bands in quantile regression
- Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
- Local Linear Quantile Regression
- Methods for Estimating a Conditional Distribution Function
- Nonparametric and semiparametric models.
- On convergence rates of suprema
- Quantile regression, Box-Cox transformation model and the U.S. wage structure, 1963--1987
- REGRESSION QUANTILES FOR TIME SERIES
- Regression Quantiles
- Revisiting the German Wage Structure*
- Statistics of financial markets. Exercises and solutions.
- Strong uniform consistency rates for estimators of conditional functionals
- Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model
- Uniform consistency of a class of regression function estimators
- Variable selection for partially linear models with measurement errors
- \(\ell_1\)-penalized quantile regression in high-dimensional sparse models
Cited in
(23)- Testing and estimation in marker-set association study using semiparametric quantile regression kernel machine
- Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
- Discussion of ``Local quantile regression
- Confidence Bands for a Distribution Function Using the Bootstrap
- Confidence bands in quantile regression
- Simultaneous inference of the partially linear model with a multivariate unknown function
- On the maximal deviation of kernel regression estimators with NMAR response variables
- Bootstrapping regression quantiles
- Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
- Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
- Partially linear modeling of conditional quantiles using penalized splines
- Bootstrap confidence regions for functional relationships in errors-in- variables models
- A direct approach to inference in nonparametric and semiparametric quantile models
- A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions
- Direct use of regression quantiles to construct confidence sets in linear models
- Random weighting estimation of confidence intervals for quantiles
- Nonparametric estimation and inference on conditional quantile processes
- A simple approach to construct confidence bands for a regression function with incomplete data
- Confidence Corridors for Multivariate Generalized Quantile Regression
- Local quantile regression
- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
- Simultaneous confidence bands for extremal quantile regression with splines
- Bootstrap confidence bands for regression curves and their derivatives
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