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Volumn 14, Issue 1, 2005, Pages 41-55

Practical confidence intervals for regression quantiles

Author keywords

Confidence interval; Markov chain marginal bootstrap; Regression quantile; Standard error

Indexed keywords


EID: 15944420257     PISSN: 10618600     EISSN: None     Source Type: Journal    
DOI: 10.1198/106186005X27563     Document Type: Article
Times cited : (135)

References (17)
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  • 8
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    • He, X.1    Shao, Q.M.2
  • 9
    • 0344128624 scopus 로고    scopus 로고
    • Estimation in a semiparametric model for longitudinal data with unspecified dependence structure
    • He, X., Zhu, Z. Y., and Fung, W. K. (2002), "Estimation in a Semiparametric Model for Longitudinal Data with Unspecified Dependence Structure," Biometrika, 89, 579-590.
    • (2002) Biometrika , vol.89 , pp. 579-590
    • He, X.1    Zhu, Z.Y.2    Fung, W.K.3
  • 11
    • 15944379075 scopus 로고    scopus 로고
    • unpublished Ph.D. thesis, Department of Statistics, University of Illinois at Urbana-Champaign
    • Kocherginsky, M. (2003), Extensions of the Markov Chain Marginal Bootstrap, unpublished Ph.D. thesis, Department of Statistics, University of Illinois at Urbana-Champaign.
    • (2003) Extensions of the Markov Chain Marginal Bootstrap
    • Kocherginsky, M.1
  • 13
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    • Regression quantiles
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    • Koenker, R.1    Bassett, G.2
  • 14
    • 0442278021 scopus 로고    scopus 로고
    • Goodness of fit and related inference processes for quantile regression
    • Koenker, R., and Machado, J. A. (1999), "Goodness of Fit and Related Inference Processes for Quantile Regression," Journal of the American Statistical Association, 94, 1296-1310.
    • (1999) Journal of the American Statistical Association , vol.94 , pp. 1296-1310
    • Koenker, R.1    Machado, J.A.2
  • 16
    • 0001620867 scopus 로고
    • A resampling method based on pivotal estimating functions
    • Parzen, M. I., Wei, L. J., and Ying, Z. (1994), "A Resampling Method Based on Pivotal Estimating Functions," Biometrika, 81, 341-350.
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    • Parzen, M.I.1    Wei, L.J.2    Ying, Z.3
  • 17
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    • The Gaussian hare and the laplacean tortoise: Computability of squared-error vs absolute error estimators
    • Portnoy, S., and Koenker, R. (1997), "The Gaussian Hare and the Laplacean Tortoise: Computability of Squared-error vs Absolute Error Estimators" (with discussion), Statistical Science, 12, 279-300.
    • (1997) Statistical Science , vol.12 , pp. 279-300
    • Portnoy, S.1    Koenker, R.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.