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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...
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| Autors principals: | , , |
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| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Oxford University Press
2011
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| Matèries: | |
| Accés en línia: | 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 |
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