A smooth block bootstrap for quantile regression with time series

Annals of Statistics - Tập 46 Số 3 - 2018
Karl Gregory1,2,3,4, Soumendra N. Lahiri1,2,3,4, Daniel J. Nordman1,2,3,4
1Department of Statistics, Iowa State University, Ames, Iowa 50011 USA
2Department of Statistics, North Carolina State University, Raleigh, North Carolina 27695-8203 USA
3DEPARTMENT OF STATISTICS UNIVERSITY OF SOUTH CAROLINA COLUMBIA, SOUTH CAROLINA 29201 USA
4University of South Carolina, North Carolina State University and Iowa State University

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