Please use this identifier to cite or link to this item: http://hdl.handle.net/1942/169
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dc.contributor.authorAERTS, Marc-
dc.contributor.authorJANSSEN, Paul-
dc.contributor.authorVERAVERBEKE, Noel-
dc.date.accessioned2004-08-27T13:08:44Z-
dc.date.available2004-08-27T13:08:44Z-
dc.date.issued1994-
dc.identifier.citationJournal of Nonparametric Statistics, 4. p. 1-20-
dc.identifier.urihttp://hdl.handle.net/1942/169-
dc.language.isoen-
dc.subjectMathematical Statistics-
dc.subjectNon and semiparametric methods-
dc.subjectComputer intensive-
dc.titleBootstrapping regression quantiles-
dc.typeJournal Contribution-
dc.identifier.epage20-
dc.identifier.spage1-
dc.identifier.volume4-
dc.bibliographicCitation.oldjcatA2-
item.fulltextNo Fulltext-
item.contributorAERTS, Marc-
item.contributorJANSSEN, Paul-
item.contributorVERAVERBEKE, Noel-
item.accessRightsClosed Access-
item.fullcitationAERTS, Marc; JANSSEN, Paul & VERAVERBEKE, Noel (1994) Bootstrapping regression quantiles. In: Journal of Nonparametric Statistics, 4. p. 1-20.-
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