Fractional order statistic approximation for nonparametric conditional quantile inference
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Publication:503574
DOI10.1016/j.jeconom.2016.09.015zbMath1403.62045arXiv1609.09035OpenAlexW2186797127MaRDI QIDQ503574
Publication date: 13 January 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1609.09035
Related Items (4)
Comment on “What Do Interpolated Nonparametric Confidence Intervals for Population Quantiles Guarantee?”, Frey and Zhang (2017) ⋮ Comparing distributions by multiple testing across quantiles or CDF values ⋮ Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles ⋮ Improved quantile inference via fixed-smoothing asymptotics and Edgeworth expansion
Uses Software
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