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

DOI10.1214/aos/1033066210zbMath0853.62040OpenAlexW1988791836MaRDI QIDQ1922407

Kenneth Q. Zhou, Stephen L. Portnoy

Publication date: 7 January 1997

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1033066210

zbMATH Keywords

bootstraprobustnessconfidence intervalsBahadur representationregression quantilesBrownian bridgesimulation resultsprediction intervalsconfidence bandsconditional quantilesstudentizationempirical quantile functiondistribution-free approachempirical levelssample regression quantiles

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15)

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