Block Bootstrap Methods for Quantile Regression in Time Series


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Documentation for package ‘QregBB’ version 1.0.0

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QregBB-package Block Bootstrap Methods for Quantile Regression in Time Series
getNPPIblksizesQR Chooses block sizes for MBB, ETBB, SMBB, and SETBB via the NPPI for quantile regression
QregBB Implements MBB, ETBB, SMBB, and SETBB for quantile regression