A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions

DOI10.5705/SS.202017.0013MaRDI QIDQ4558604zbMATH OpenOpenAlexFDO

Authors Joel Horowitz, Anand Krishnamurthy

Publication date 22 November 2018

Published in STATISTICA SINICA (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/189682

zbMATH Keywords

biasbootstrapconfidence bandnonparametric estimationquantile estimation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• scientific article; zbMATH DE number 4215182
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Exact Nonparametric Bootstrap Confidence Bands for the Quantile Function Given Censored Data
• Confidence Bands for a Distribution Function Using the Bootstrap
• Application of the bootstrap method for estimation of the quantile function
• Bootstrap confidence bands for the CDF using ranked-set sampling
• On quantile estimation by bootstrap
• Bootstrap confidence bands and partial linear quantile regression

Cited in

(14)

• Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
• Simultaneous confidence bands for extremal quantile regression with splines
• Exact Nonparametric Bootstrap Confidence Bands for the Quantile Function Given Censored Data
• scientific article; zbMATH DE number 4215182 (Why is no real title available?)
• Confidence bands in quantile regression
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Bootstrap confidence bands and partial linear quantile regression
• SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION
• Fractional order statistic approximation for nonparametric conditional quantile inference
• Bootstrap Inference for Quantile-based Modal Regression
• Additive models for quantile regression: model selection and confidence bands
• Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
• Aggregation of regression models for variance minimization
• A direct approach to inference in nonparametric and semiparametric quantile models

This page was built for publication: A Bootstrap Method for Constructing Pointwise and Uniform Confidence Bands for Conditional Quantile Functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4558604)