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

DOI10.5705/SS.202017.0013MaRDI QIDQ4558604zbMATHOpenAlexFDO

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

bootstrapnonparametric estimationbiasconfidence bandquantile estimation

Mathematics Subject Classification ID

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

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Cited in

(12)

• SADDLEPOINT METHODS FOR BOOTSTRAP CONFIDENCE BANDS IN NONPARAMETRIC REGRESSION
• Confidence bands in quantile regression
• Bootstrap confidence bands and partial linear quantile regression
• Tie the straps: uniform bootstrap confidence bands for semiparametric additive models
• A simple bootstrap method for constructing nonparametric confidence bands for functions
• Bootstrap Inference for Quantile-based Modal Regression
• A direct approach to inference in nonparametric and semiparametric quantile models
• Exact Nonparametric Bootstrap Confidence Bands for the Quantile Function Given Censored Data
• Fractional order statistic approximation for nonparametric conditional quantile inference
• Evaluating Dynamic Conditional Quantile Treatment Effects with Applications in Ridesharing
• Simultaneous confidence bands for extremal quantile regression with splines
• Additive models for quantile regression: model selection and confidence bands

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