Smoothed quantile regression with large-scale inference
Xuming He, Xiaoou Pan, Kean Ming Tan, Wen-Xin Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | He, Xuming ; Pan, Xiaoou ; Tan, Kean Ming ; Zhou, Wen-Xin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 232.2023, 2, p. 367-388
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| Subject: | Bahadur-Kiefer representation | Convolution | Quantile regression | Multiplier bootstrap | Non-asymptotic statistics | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Multiplikator | Multiplier |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014339967