Wild bootstrap for quantile regression
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Publication:3107987
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- Smoothed empirical likelihood analysis of partially linear quantile regression models with missing response variables
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- Smoothed empirical likelihood confidence intervals for quantile regression parameters with auxiliary information
- Weak convergence of the wild bootstrap for the Aalen-Johansen estimator of the cumulative incidence function of a competing risk
- Weighted quantile regression for censored data with application to export duration data
- Quantile regression for varying-coefficient partially nonlinear models with randomly truncated data
- The Hybrid Wild Bootstrap for Time Series
- Projection quantile correlation and its use in high-dimensional grouped variable screening
- Wild bootstrap inference for penalized quantile regression for longitudinal data
- Significance testing in quantile regression
- Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
- Checking the adequacy of functional linear quantile regression model
- Confidence Corridors for Multivariate Generalized Quantile Regression
- Model-based bootstrap for detection of regional quantile treatment effects
- A score based approach to wild bootstrap inference
- Smoothed quantile regression with large-scale inference
- Neural Networks for Partially Linear Quantile Regression
- Estimation and bootstrapping under spatiotemporal models with unobserved heterogeneity
- Bootstrap Inference for Panel Data Quantile Regression
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Linear quantile mixed models
- Sieve instrumental variable quantile regression estimation of functional coefficient models
- Powerful nonparametric checks for quantile regression
- The wild bootstrap for multilevel models
- Wild Bootstrap Tests for IV Regression
- Testing for additivity in nonparametric quantile regression
- Envelope quantile regression
- Nonparametric inference for quantile cointegrations with stationary covariates
- Regularized projection score estimation of treatment effects in high-dimensional quantile regression
- Bayesian semiparametric approach to quantile nonlinear dynamic factor analysis models with mixed ordered and nonignorable missing data
- Implementing the wild bootstrap using a two-point distribution
- Quantile cointegration in the autoregressive distributed-lag modeling framework
- The wild bootstrap, tamed at last
- Bootstrapping Quantile Regression Estimators
- Wild residual bootstrap inference for penalized quantile regression with heteroscedastic errors
- Quantile-regression inference with adaptive control of size
- QANOVA: quantile-based permutation methods for general factorial designs
- Goodness-of-fit tests for quantile regression with missing responses
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Bootstrapping regression quantiles
- Model checking for parametric single-index quantile models
- Two-step risk analysis in insurance ratemaking
- Estimation and Inference for Multi-Kink Quantile Regression
- Quantile regression estimation of partially linear additive models
- Powerful nonparametric checks for parametric single-index quantile models with missing responses
- Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter
- Higher order properties of the wild bootstrap under misspecification
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