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Bootstrap variance estimation for Nadaraya quantile estimator

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  • K. Cheung
  • Stephen Lee

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  • K. Cheung & Stephen Lee, 2010. "Bootstrap variance estimation for Nadaraya quantile estimator," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 19(1), pages 131-145, May.
    • Handle: RePEc:spr:testjl:v:19:y:2010:i:1:p:131-145
    DOI: 10.1007/s11749-009-0137-y
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    References listed on IDEAS

    as
    1. Cai, Zongwu & Roussas, George G., 1997. "Smooth estimate of quantiles under association," Statistics & Probability Letters, Elsevier, vol. 36(3), pages 275-287, December.
    2. Hall, P. & Murison, R. D., 1993. "Correcting the Negativity of High-Order Kernel Density Estimators," Journal of Multivariate Analysis, Elsevier, vol. 47(1), pages 103-122, October.
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    Cited by:

    1. Marcelo Fernandes & Emmanuel Guerre & Eduardo Horta, 2021. "Smoothing Quantile Regressions," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(1), pages 338-357, January.

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