Small sample performance of quantile regression confidence intervals

DOI10.1080/00949655.2010.527844MaRDI QIDQ4913929zbMATH OpenOpenAlexFDO

Authors Garth Tarr

Publication date 17 April 2013

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2010.527844

zbMATH Keywords

bootstrapquantile regressionconfidence intervalssimulation study

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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Cites work

• scientific article; zbMATH DE number 1221798 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• A note on bootstrapping the sample median
• A resampling method based on pivotal estimating functions
• Analysis of least absolute deviation
• Bootstrapping Quantile Regression Estimators
• Extensions of the Markov chain marginal bootstrap
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Markov Chain Marginal Bootstrap
• Regression Quantiles
• Regression rank scores and regression quantiles
• Tests of linear hypotheses based on regression rank scores

Cited in

(8)

• A quantile regression perspective on external preference mapping
• Random weighting estimation of confidence intervals for quantiles
• An investigation of quantile function estimators relative to quantile confidence interval coverage
• Simultaneous confidence interval for quantile regression
• Pleiotropy robust methods for multivariable Mendelian randomization
• Efficient Construction of Test Inversion Confidence Intervals Using Quantile Regression
• Unraveling heterogeneity in cyber risks using quantile regressions
• Direct use of regression quantiles to construct confidence sets in linear models

Describes a project that uses

Uses Software

• quantreg

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