Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study

DOI10.2307/2527216zbMATH Open0894.62018OpenAlexW2022103609MaRDI QIDQ4375442FDOQ4375442

Authors: Jinyong Hahn 

Publication date: 22 June 1998

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2527216

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zbMATH Keywords

Bayesian bootstrap distributionquantile regression estimator

Mathematics Subject Classification ID

Bayesian inference (62F15) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Cited In (16)

• Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
• An MCMC approach to classical estimation.
• Frequentist properties of Bayesian inequality tests
• On a second-order asymptotic property of the Bayesian bootstrap mean
• New tests based on Rubin's empirical distribution function
• Conditional quantile processes based on series or many regressors
• Bayesian bootstrap multivariate regression
• Bootstrap Inference for Panel Data Quantile Regression
• A large sample study of the Bayesian bootstrap
• Quantile regression with censoring and endogeneity
• Bayesian bootstraps for massive data
• Bayesian empirical likelihood for quantile regression
• Bootstrapping regression quantiles
• Bootstrap methods for bias correction and confidence interval estimation for nonlinear quantile regression of longitudinal data
• Robust regression for optimal individualized treatment rules
• Quantile ratio regression

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