Smoothed quantile regression with large-scale inference
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Publication:2682954
DOI10.1016/j.jeconom.2021.07.010OpenAlexW3193583132MaRDI QIDQ2682954
Wen-Xin Zhou, Xuming He, Xiaoou Pan, Kean Ming Tan
Publication date: 1 February 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.05187
convolutionquantile regressionmultiplier bootstrapBahadur-Kiefer representationnon-asymptotic statistics
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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Uses Software
Cites Work
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