Markov Chain Marginal Bootstrap
DOI10.1198/016214502388618591zbMATH Open1048.62032OpenAlexW2075754144MaRDI QIDQ4468428FDOQ4468428
Authors: Xuming He, Feifang Hu 
Publication date: 10 June 2004
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/016214502388618591
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Bootstrap, jackknife and other resampling methods (62F40) Numerical analysis or methods applied to Markov chains (65C40) Parametric tolerance and confidence regions (62F25) Generalized linear models (logistic models) (62J12)
Cited In (17)
- Bootstrapping \(U\)-statistics: applications in least squares and robust regression
- Nearly root-\(n\) approximation for regression quantile processes
- Permutation methods in relative risk regression models
- Bayesian quantile regression with approximate likelihood
- Specification analysis of linear quantile models
- Quantile regression without the curse of unsmoothness
- Smoothed quantile regression with large-scale inference
- Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
- Linear quantile mixed models
- The reaction of stock market returns to unemployment
- Small sample performance of quantile regression confidence intervals
- Estimating the \(p\)-values of robust tests for the linear model
- Quantile-regression inference with adaptive control of size
- Extensions of the Markov chain marginal bootstrap
- Finite sample inference for quantile regression models
- Specification tests of parametric dynamic conditional quantiles
- A direct approach to inference in nonparametric and semiparametric quantile models
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