Finite sample inference for quantile regression models /
Under minimal assumptions finite sample confidence bands for quantile regression models can be constructed. These confidence bands are based on the "conditional pivotal property" of estimating equations that quantile regression methods aim to solve and will provide valid finite sample infe...
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| Format: | Book |
| Language: | English |
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Cambridge, MA :
Massachusetts Institute of Technology, Dept. of Economics,
[2006]
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| Series: | Working paper (Massachusetts Institute of Technology. Department of Economics) ;
no. 06-03 |
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Internet
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Massachusetts Institute of Technology
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HB31.M415 no.06-03 |
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