Practical Confidence Intervals for Regression Quantiles
- 1 March 2005
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 14 (1) , 41-55
- https://doi.org/10.1198/106186005x27563
Abstract
Routine applications of quantile regression analysis require reliable and practical algorithms for estimating standard errors, variance-covariance matrices, as well as confidence intervals. Because...Keywords
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