A bootstrap method for constructing pointwise and uniform confidence bands for conditional quantile functions
Year of publication: |
2017
|
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Authors: | Horowitz, Joel ; Krishnamurthy, Anand |
Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
Subject: | Quantile regression | smoothing | confidence band | bootstrap |
Series: | cemmap working paper ; CWP01/17 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.1920/wp.cem.2017.0117 [DOI] 876592558 [GVK] hdl:10419/189682 [Handle] RePEc:ifs:cemmap:01/17 [RePEc] |
Source: |
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Horowitz, Joel, (2017)
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Confidence bands in quantile regression and generalized dynamic semiparametric factor models
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