Bootstrap Inference for Parametric Quantile Regression

    Student thesis: Phd


    The motivation for this thesis came from the provision of a large data set from Saudi Arabia giving anthropometric measurements of children and adolescents from birth to eighteen years of age, with a requirement to construct growth charts. The construction of these growth charts revealed a number of issues particularly in the respect to statistical inference relating to quantile regression. To investigate a range of different statistical inference procedures in parametric quantile regression in particular the estimation of the confidence limits of the τth (τ∈ [0, 1]) quantile, a number of sets of simulated data in which various error structures are imposed including homoscedastic and heteroscedastic structures were developed. Methods from the statistical literature were then compared with a method proposed within this thesis based on the idea of Silverman's (1986) kernel smoothing. This proposed bootstrapping method requires the estimation of the conditional variance function of the fitted quantile. The performance of a variety of variance estimation methods combined within the proposed bootstrapping procedure are assessed under various data structures in order to examine the performance of the proposed bootstrapping approach. The validity of the proposed bootstrapping method is then illustrated using the Saudi Arabian anthropometric data.
    Date of Award31 Dec 2011
    Original languageEnglish
    Awarding Institution
    • The University of Manchester
    SupervisorPeter Foster (Supervisor) & Saraleesan Nadarajah (Supervisor)


    • Quantile Regression
    • Bootstrapping

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