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

DOI10.2307/2527216MaRDI QIDQ4375442zbMATH OpenOpenAlexFDO

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

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)

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Cited in

(16)

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

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