Bayesian Bootstrap of the Quantile Regression Estimator: A Large Sample Study
研究分位数回归估计量的贝叶斯自助法的大样本性质，证明其弱收敛于估计量的极限分布，且中位数具有相同渐近分布，对从事计量经济学和统计推断的研究者有参考价值。
The large sample property of the Bayesian bootstrap distribution of the quantile regression estimator is investigated. When the pair of dependent and independent variables are resampled, the Bayesian bootstrap is shown to converge weakly in probability to the limiting distribution of the quantile regression estimator. The Bayesian bootstrap thus has the same asymptotic distribution as the Frequentist bootstrap. In addition, the median of the Bayesian bootstrap distribution has the same asymptotic distribution as the quantile regression estimator. Copyright 1997 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.