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Bootstrap-Inferenz×Quantilregression (nichtparametrische Varianten)×
FachgebietStatistikStatistik
FamilieRegression modelRegression model
Entstehungsjahr19791978
UrheberBradley EfronKoenker & Bassett
TypResampling-based inferenceQuantile regression (nonparametric variants)
Wegweisende QuelleEfron, B. (1979). Bootstrap Methods: Another Look at the Jackknife. Annals of Statistics, 7(1), 1-26. DOI ↗Koenker, R. & Bassett, G. (1978). Regression Quantiles. Econometrica, 46(1), 33-50. DOI ↗
Aliasnamenbootstrap, bootstrap resampling, nonparametric bootstrap, Bootstrap Çıkarımıquantile regression, median regression, distribution-free quantile regression, Kantil Regresyon (Nonparametric Varyantlar)
Verwandt55
ZusammenfassungBootstrap inference, introduced by Bradley Efron in 1979, estimates the sampling distribution of a statistic by repeatedly resampling the observed data with replacement. It requires no distributional assumption and produces reliable confidence intervals even in small samples.Quantile regression, introduced by Koenker and Bassett in 1978, models a chosen conditional quantile (such as the median or the 25th and 75th percentiles) of a continuous outcome rather than its mean. Its nonparametric variants fit these quantile relationships without assuming a distribution for the errors, making them a robust complement to mean-based regression on skewed data.
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ScholarGateMethoden vergleichen: Bootstrap Inference · Nonparametric Quantile Regression. Abgerufen am 2026-06-17 von https://scholargate.app/de/compare