Small sample performance of quantile regression confidence intervals

DOI10.1080/00949655.2010.527844zbMath1431.62171OpenAlexW1969833284MaRDI QIDQ4913929

Garth Tarr

Publication date: 17 April 2013

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2010.527844

zbMATH Keywords

bootstrapconfidence intervalsquantile regressionsimulation study

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (3)

Unraveling heterogeneity in cyber risks using quantile regressions ⋮ Random Weighting Estimation of Confidence Intervals for Quantiles ⋮ A quantile regression perspective on external preference mapping

Uses Software

• quantreg

Cites Work

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• A note on bootstrapping the sample median
• Regression rank scores and regression quantiles
• Extensions of the Markov chain marginal bootstrap
• Bootstrapping Quantile Regression Estimators
• Tests of linear hypotheses based on regression rank scores
• Analysis of least absolute deviation
• Regression Quantiles
• A resampling method based on pivotal estimating functions
• Markov Chain Marginal Bootstrap
• Goodness of Fit and Related Inference Processes for Quantile Regression

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