Multiplier bootstrap for quantile regression: non-asymptotic theory under random design
From MaRDI portal
Publication:3383816
DOI10.1093/imaiai/iaaa006MaRDI QIDQ3383816
Publication date: 16 December 2021
Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)
Full work available at URL: https://escholarship.org/uc/item/56h4z6jh
robustness; Bahadur representation; quantile regression; confidence interval; concentration inequality; goodness-of-fit test; multiplier bootstrap
62Fxx: Parametric inference
Related Items
Sparse and Low-Rank Matrix Quantile Estimation With Application to Quadratic Regression, Budget-limited distribution learning in multifidelity problems