Direct use of regression quantiles to construct confidence sets in linear models (Q1922407)
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scientific article; zbMATH DE number 922141
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct use of regression quantiles to construct confidence sets in linear models |
scientific article; zbMATH DE number 922141 |
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Direct use of regression quantiles to construct confidence sets in linear models (English)
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7 January 1997
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simulation results
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conditional quantiles
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Bahadur representation
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empirical levels
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Brownian bridge
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empirical quantile function
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distribution-free approach
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confidence intervals
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confidence bands
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regression quantiles
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prediction intervals
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sample regression quantiles
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studentization
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bootstrap
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robustness
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