Song, Song; Ritov, Ya’acov; Härdle, Wolfgang K. - In: Journal of Multivariate Analysis 107 (2012) C, pp. 244-262
In this paper bootstrap confidence bands are constructed for nonparametric quantile estimates of regression functions, where resampling is done from a suitably estimated empirical distribution function (edf) for residuals. It is known that the approximation error for the confidence band by the...