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What is Confidence Intervals for Local Quantiles about?

This paper presents a framework for constructing distribution-free confidence intervals for local quantile regression, introducing two methods: the Weighted Quantile method and the Quantile Rejection method. These methods allow for reliable inference about local quantiles of a response variable without strong assumptions about the underlying distribution, achieving valid coverage even with small sample sizes. Extensive numerical studies confirm the effectiveness of these methods, which can be applied to var

Author

陳徐行

Language

EN