Random weighting estimation of confidence intervals for quantiles
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Recommendations
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Cites work
- \(L_1\)-norm estimation and random weighting method in a semiparametric model
- A NEW CALIBRATION METHOD OF CONSTRUCTING EMPIRICAL LIKELIHOOD-BASED CONFIDENCE INTERVALS FOR THE TAIL INDEX
- An empirical likelihood approach to quantile regression with auxiliary information
- Approximation by random weighting method for M-test in linear models
- Approximation to the distribution of LAD estimators for censored regression by random weighting method
- Bootstrap confidence bands and partial linear quantile regression
- Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
- Bootstrap methods: another look at the jackknife
- Conditional quantile estimation with auxiliary information for left-truncated and dependent data
- Confidence intervals for the difference between two partial AUCs
- Coverage probabilities of bootstrap-confidence intervals for quantiles
- Empirical likelihood for quantile regression models with longitudinal data
- Empirical likelihood ratio confidence intervals for a single functional
- Empirical likelihood ratio confidence regions
- Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 4043055 (Why is no real title available?)
- Introduction to robust estimation and hypothesis testing
- Law of large numbers for sample mean of random weighting estimate.
- On bootstrap resampling and iteration
- Quantile regression in partially linear varying coefficient models
- Quantile regression without the curse of unsmoothness
- Random weighting estimation of kernel density
- Random weighting, asymptotic counting, and inverse isoperimetry
- Rank tests and regression rank score tests in measurement error models
- Regression Quantiles
- Regression rank scores and regression quantiles
- Simultaneous confidence intervals based on the percentile bootstrap approach
- Small sample performance of quantile regression confidence intervals
- SOME PROPERTIES OF PROFILE BOOTSTRAP CONFIDENCE INTERVALS
- The random weighting estimate of quantile process
- Variance estimation in censored quantile regression via induced smoothing
- Weak convergence of smoothed and nonsmoothed bootstrap quantile estimates
Cited in
(11)- Formulation of confidence intervals for estimated actual distances
- Confidence intervals for quantiles based on samples of random sizes
- Random Weighting Estimation for Quantile Processes and Negatively Associated Samples
- Random weighting estimation of sampling distributions via importance resampling
- scientific article; zbMATH DE number 850949 (Why is no real title available?)
- scientific article; zbMATH DE number 7339369 (Why is no real title available?)
- Random weighting-based quantile estimation via importance resampling
- A note on Woodruff confidence intervals for quantiles
- Adaptive random weighted H estimation for system noise statistics
- Weak convergence for random weighting estimation of smoothed quantile processes
- Conservative confidence intervals based on weighted means statistics
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