Direct use of regression quantiles to construct confidence sets in linear models

Annals of Statistics

Volumn 24, Issue 1, 1996, Pages 287-306

  Zhou, Kenneth Q ^a   Portnoy, Stephen L ^a  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Bahadur representation; Brownian bridge; Conditional quantiles; Confidence bands; Confidence intervals; Empirical levels

Indexed keywords

EID: 0030546332     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1033066210     Document Type: Article

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