【摘 要】
：
In this paper uniform confidence bands are constructed for non-parametric quantile estimates of regression functions.The method is based on the bootstrap,wh
【机 构】
：
Center for Applied Statistics and Economics, Humboldt-Universit(a)t zu Berlin
【出 处】
：
2009 International Conference on Financial Statistics and Fi
论文部分内容阅读
In this paper uniform confidence bands are constructed for non-parametric quantile estimates of regression functions.The method is based on the bootstrap,where resampling is done from a suitably estimated empirical density function (edf) for residuals.It is known that the approximation error for the uniform confidence band by the asymptotic Gumbel distribution is logarithmically slow.It is proved that the bootstrap approximation provides a substantial improvement.The case of multidimensional and discrete regressor variables is dealt with using a partial linear model.Comparison to the classic asymptotic uniform bands is presented through a simulation study.An economic application considers the labour market discrimination effect.w.r.t.different education levels.
其他文献
Microarray technology allows a scientist to study genome-wide patterns of gene expression.Thousands of individual genes are measured with relatively little
目的:了解北京市朝阳区亚运村地区慢性阻塞性肺疾病(COPD)患病情况,并对相关影响因素进行分析.方法:采取整群随机抽样的方法,在辖区抽取40岁以上本地常住居民600人,通过问卷
一 生活方面的护理rn护理人员要重视帕金森患者床位的高度要适中,让帕金森患者在上下床的时候能够更加便捷,同时两边需要装置床栏以进行保护,还应当让帕金森患者的呼叫器与茶
急性心肌梗死属于心血管疾病,这种疾病对患者的生命安全有着极大的威胁.它具有发病急、死亡率高等临床特征.据统计观察,在疾病早期,患者的心电图指标最为明显.在这个时期,病
他是个在波士顿出生的美国人。他出身世家,有很好的修养,而且,他的父亲很富有。他的父亲不但在商业上取得了巨大成功,从政也成绩斐然。更重要的是,他悉心培养他的孩子,严格
Combing with bull and bear market which China has just experienced,this paper exploits characteristics and mutual relationship of excess volatility of close
目的:探讨门诊药房开展药物咨询服务的效果.方法:选择我院门诊药房实行药物咨询服务前后的取药患者各200例(共400例)为对象,比较门诊药房实行药物咨询服务前后的患者满意度.
针对溪蜜柚生产中日益严重的果实日灼、裂果、病虫鼠为害及果皮农药残留超标等问题 ,本中心于 1 999年 5月从台湾引进柚类套袋新技术及特制纸袋 ,在平和县 1 6个乡镇场柚园
In this paper,we propose a bias corrected estimate of the regression coefficient for the generalized probit regression model when covariates are subject to
We study a new class of nonlinear autoregressive models for vector time series,where the current vector depends on single-indexes defined on the past lags a