Feng, Xingdong; He, Xuming; Hu, Jianhua - In: Biometrika 98 (2011) 4, pp. 995-999
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...