Significance testing in quantile regression

DOI10.1214/12-EJS765zbMath1337.62084arXiv1206.3125MaRDI QIDQ1951105

Stanislav Volgushev, Natalie Neumeyer, Melanie Birke, Dette, Holger

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.3125

zbMATH Keywords

empirical processesmonotone rearrangementnonparametric quantile regressionsignificance testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Order statistics; empirical distribution functions (62G30)

Related Items

Quantile regression estimation for distortion measurement error data ⋮ Hypothesis testing of varying coefficients for regional quantiles ⋮ Hypothesis testing for regional quantiles ⋮ Limit properties of the monotone rearrangement for density and regression function estimation ⋮ Expansion for moments of regression quantiles with applications to nonparametric testing ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ SMOOTHED QUANTILE REGRESSION PROCESSES FOR BINARY RESPONSE MODELS ⋮ A significance test for covariates in nonparametric regression

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