Markov Chain Marginal Bootstrap

DOI10.1198/016214502388618591MaRDI QIDQ4468428zbMATH OpenOpenAlexFDO

Authors Xuming He, Feifang Hu

Publication date 10 June 2004

Published in Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1198/016214502388618591

zbMATH Keywords

asymptotic normalityM-estimators

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Bootstrap, jackknife and other resampling methods (62F40) Generalized linear models (logistic models) (62J12) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(18)

• Linear quantile mixed models
• Estimating the \(p\)-values of robust tests for the linear model
• Bootstrapping U-statistics: applications in least squares and robust regression
• Bayesian quantile regression with approximate likelihood
• Permutation methods in relative risk regression models
• Specification analysis of linear quantile models
• Finite sample inference for quantile regression models
• Extensions of the Markov chain marginal bootstrap
• Smoothed quantile regression with large-scale inference
• The reaction of stock market returns to unemployment
• Small sample performance of quantile regression confidence intervals
• Quantile-regression inference with adaptive control of size
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• Global test for covariate significance in quantile regression
• Nearly root-\(n\) approximation for regression quantile processes
• Specification tests of parametric dynamic conditional quantiles
• A direct approach to inference in nonparametric and semiparametric quantile models
• Quantile regression without the curse of unsmoothness

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