New inference methods for quantile regression based on resampling

DOI10.1111/ECTJ.12000MaRDI QIDQ5093211zbMATH OpenOpenAlexFDO

Authors Víctor M. Aguirre, Manuel Domínguez

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/ectj.12000

zbMATH Keywords

asymptotic pivotsbootstrapnon-linear hypotheses

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Nonstandard quantile-regression inference
• Computational issues for quantile regression
• Simple resampling methods for censored regression quantiles
• Finite sample inference for quantile regression models
• Bootstrapping Quantile Regression Estimators

Cited in

(3)

• Computational issues for quantile regression
• Nonstandard quantile-regression inference
• Bootstrapping quantile correlations with an application for income status across generations

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