Block Bootstrap Methods for Quantile Regression in Time Series

Implements moving-blocks bootstrap and extended tapered-blocks bootstrap, as well as smooth versions of each, for quantile regression in time series. This package accompanies the paper: Gregory, K. B., Lahiri, S. N., & Nordman, D. J. (2018). A smooth block bootstrap for quantile regression with time series. The Annals of Statistics, 46(3), 1138-1166.


Reference manual

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install.packages("QregBB")

1.0.0 by Karl Gregory, 4 years ago


Browse source code at https://github.com/cran/QregBB


Authors: Karl Gregory


Documentation:   PDF Manual  


GPL-3 license


Imports quantreg


See at CRAN