DESCRIPTION

Package: QregBB
Type: Package
Title: Block Bootstrap Methods for Quantile Regression in Time Series
Version: 1.0.0
Date: 2022-06-01
Author: Karl Gregory
Maintainer: Karl Gregory <gregorkb@stat.sc.edu>
Description: 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.
License: GPL-3
RoxygenNote: 7.2.0
Imports: quantreg