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

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

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Cited in

(16)

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

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