悬赏 5 个论坛币 已解决
Markov Chain Marginal Bootstrap
Xuming He and Feifang Hu
Journal of the American Statistical Association
Vol. 97, No. 459 (Sep., 2002), pp. 783-795
Kocherginsky, M., He, X. and Mu, Y. (2005).
Practical Confidence Intervals for Regression Quantiles,
Journal of Computational and Graphical Statistics, 14, 41-55.
Koenker, R. W. (1994). Confidence Intervals for regression quantiles, in P. Mandl and M. Huskova (eds.), Asymptotic Statistics, 349–359, Springer-Verlag, New York.
Nonparametric Applications of Bayesian Inference
Gary Chamberlain and Guido W. Imbens
Journal of Business & Economic Statistics
Feng, Xingdong, Xuming He, and Jianhua Hu (2011)
Wild Bootstrap for Quantile Regression,
Biometrika, to appear.
Bootstrapping Quantile Regression Estimators
Jinyong Hahn
Econometric Theory
Vol. 11, No. 1 (Mar., 1995), pp. 105-121
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