A direct approach to inference in nonparametric and semiparametric quantile models
We construct a generic confidence interval for a conditional quantile via the direct approach.
It avoids estimating the conditional density function of the dependent variable given the …
It avoids estimating the conditional density function of the dependent variable given the …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - csss.uw.edu
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …
A direct approach to inference in nonparametric and semiparametric quantile models
Y Fan, R Liu - Journal of Econometrics, 2016 - econpapers.repec.org
We construct a generic confidence interval for a conditional quantile via the direct approach.
It avoids estimating the conditional density function of the dependent variable given the …
It avoids estimating the conditional density function of the dependent variable given the …
A direct approach to inference in nonparametric and semiparametric quantile models
Y Fan, R Liu - Journal of Econometrics, 2016 - infona.pl
We construct a generic confidence interval for a conditional quantile via the direct approach.
It avoids estimating the conditional density function of the dependent variable given the …
It avoids estimating the conditional density function of the dependent variable given the …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - economics.ucr.edu
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …
A direct approach to inference in nonparametric and semiparametric quantile models
Y Fan, R Liu - Journal of Econometrics, 2016 - ideas.repec.org
We construct a generic confidence interval for a conditional quantile via the direct approach.
It avoids estimating the conditional density function of the dependent variable given the …
It avoids estimating the conditional density function of the dependent variable given the …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - tse-fr.eu
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - Citeseer
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - Citeseer
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …
[PDF][PDF] A Direct Approach to Inference in Nonparametric and Semiparametric Quantile Models
Y Fan, R Liu - csss.uw.edu
This paper makes two main contributions to inference for conditional quantiles. First, we
construct a generic confidence interval for a conditional quantile from any given estimator of …
construct a generic confidence interval for a conditional quantile from any given estimator of …