Multiplier bootstrap for quantile regression: non-asymptotic theory under random design

DOI10.1093/IMAIAI/IAAA006OpenAlexW3025872552MaRDI QIDQ3383816

Xiaoou Pan, Wen-Xin Zhou

Publication date: 16 December 2021

Published in: Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL: https://escholarship.org/uc/item/56h4z6jh

zbMATH Keywords

robustnessBahadur representationquantile regressionconfidence intervalconcentration inequalitygoodness-of-fit testmultiplier bootstrap

Mathematics Subject Classification ID

Parametric inference (62Fxx)

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