Bootstrapping Quantile Regression Estimators
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Publication:3365347
DOI10.1017/S0266466600009051zbMATH Open1401.62045OpenAlexW2161059922MaRDI QIDQ3365347FDOQ3365347
Authors: Jinyong Hahn 
Publication date: 1995
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466600009051
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- Approximation to the distribution of LAD estimators for censored regression by random weighting method
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- The moving blocks bootstrap and robust inference for linear least squares and quantile regressions
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- Model selection in binary and Tobit quantile regression using the Gibbs sampler
- Multiple Testing and the Distributional Effects of Accountability Incentives in Education
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- Bayesian Tobit quantile regression using \(g\)-prior distribution with ridge parameter
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- Quasi-maximum likelihood estimation for conditional quantiles
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- Quantile-regression inference with adaptive control of size
- Bootstrapping quantiles in a fixed design regression model with censored data
- Specification tests of parametric dynamic conditional quantiles
- Bootstrapping regression quantiles
- Estimators of regression parameters for truncated and censored data
- Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
- Two-step risk analysis in insurance ratemaking
- Quantile varying-coefficient structural equation model
- The consistency and asymptotic normality of the kernel type expectile regression estimator for functional data
- Isotonic quantile regression: asymptotics and bootstrap
- A smooth block bootstrap for quantile regression with time series
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