A direct approach to inference in nonparametric and semiparametric quantile models

DOI10.1016/j.jeconom.2015.01.009zbMath1390.62038MaRDI QIDQ898594

Ruixuan Liu, Yanqin Fan

Publication date: 18 December 2015

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.01.009

zbMATH Keywords

generic confidence band; generic confidence interval; partially linear quantile regression; rearranged quantile curve; single-index quantile regression

Mathematics Subject Classification ID

62F25: Parametric tolerance and confidence regions

62G15: Nonparametric tolerance and confidence regions

Related Items

NONPARAMETRIC WEIGHTED AVERAGE QUANTILE DERIVATIVE, Quantile-Regression Inference With Adaptive Control of Size, Nonparametric asymptotic confidence intervals for extreme quantiles, Fractional order statistic approximation for nonparametric conditional quantile inference, Robust uniform inference for quantile treatment effects in regression discontinuity designs, Inference of local regression in the presence of nuisance parameters, Nonparametric confidence intervals for conditional quantiles with large-dimensional covariates, Nonparametric estimation of conditional quantile functions in the presence of irrelevant covariates

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