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- W2161059922 abstract "The asymptotic variance matrix of the quantile regression estimator depends on the density of the error. For both deterministic and random regressors, the bootstrap distribution is shown to converge weakly to the limit distribution of the quantile regression estimator in probability. Thus, the confidence intervals constructed by the bootstrap percentile method have asymptotically correct coverage probabilities." @default.
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- W2161059922 date "1995-02-01" @default.
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- W2161059922 title "Bootstrapping Quantile Regression Estimators" @default.
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- W2161059922 doi "https://doi.org/10.1017/s0266466600009051" @default.
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