CONFIDENCE BANDS IN QUANTILE REGRESSION

DOI10.1017/S0266466609990491zbMath1294.62145OpenAlexW1975646471MaRDI QIDQ3580637

Song Song, Wolfgang Karl Härdle

Publication date: 13 August 2010

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466609990491

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of nonparametric inference (62G20) Nonparametric tolerance and confidence regions (62G15) Extreme value theory; extremal stochastic processes (60G70) General nonlinear regression (62J02)

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