Učitavanje...
Wild bootstrap for quantile regression
The existing theory of the wild bootstrap has focused on linear estimators. In this note, we broaden its validity by providing a class of weight distributions that is asymptotically valid for quantile regression estimators. As most weight distributions in the literature lead to biased variance estim...
Spremljeno u:
| Glavni autori: | , , |
|---|---|
| Format: | Artigo |
| Jezik: | Inglês |
| Izdano: |
Oxford University Press
2011
|
| Teme: | |
| Online pristup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC3413178/ https://ncbi.nlm.nih.gov/pubmed/23049133 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1093/biomet/asr052 |
| Oznake: |
Dodaj oznaku
Bez oznaka, Budi prvi tko označuje ovaj zapis!
|