Better nonparametric confidence intervals via robust bias correction for quantile regression

Guo, SJ; Han, Y; Wang, QS

Guo, SJ; Han, Y; Wang, QS (corresponding author), Renmin Univ China, Inst Stat & Big Data, Beijing, Peoples R China.

STAT, 2021; 10 (1):

Abstract

In this article, we revisit the problem of how to construct better nonparametric confidence intervals for the conditional quantile function from an op......

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