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Direct use of regression quantiles to construct confidence sets in linear models - MaRDI portal

Direct use of regression quantiles to construct confidence sets in linear models (Q1922407)

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scientific article; zbMATH DE number 922141
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English
Direct use of regression quantiles to construct confidence sets in linear models
scientific article; zbMATH DE number 922141

    Statements

    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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