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• W3122324169 abstract "In this paper, we develop uniform inference methods for the conditional mode based on quantile regression. Specifically, we propose to estimate the conditional mode by minimizing the derivative of the estimated conditional quantile function defined by smoothing the linear quantile regression estimator, and develop two bootstrap methods, a novel pivotal bootstrap and the nonparametric bootstrap, for our conditional mode estimator. Building on high-dimensional Gaussian approximation techniques, we establish the validity of simultaneous confidence rectangles constructed from the two bootstrap methods for the conditional mode. We also extend the preceding analysis to the case where the dimension of the covariate vector is increasing with the sample size. Finally, we conduct simulation experiments and a real data analysis using U.S. wage data to demonstrate the finite sample performance of our inference method." @default.
• W3122324169 created "2021-02-01" @default.
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• W3122324169 date "2020-06-01" @default.
• W3122324169 modified "2023-09-22" @default.
• W3122324169 title "Bootstrap inference for quantile-based modal regression" @default.
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• W3122324169 hasPublicationYear "2020" @default.
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