期刊名称：Sankhya. Series A, mathematical statistics and probability
印刷版ISSN：0976-836X
电子版ISSN：0976-8378
出版年度：2005
卷号：67
期号：02
出版社：Indian Statistical Institute
摘要：This paper considers a nonparametric model in which (i)~the conditional quantile function is assumed to be nondecreasing and (ii)~the distribution of the error disturbance may depend upon the covariate. For this general model, the (pointwise) limiting distribution of the isotonic quantile regression estimator (Casady and Cryer~(1976)) is derived. Since the bootstrap is not consistent for this estimator, an adjusted version of the bootstrap is discussed as an alternative method for inference. An empirical application to birthweights is considered.
