Comparing time varying regression quantiles under shift invariance

DOI10.3150/22-BEJ1509OpenAlexW4321376291MaRDI QIDQ2692546

Subhra Sankar Dhar, Weichi Wu

Publication date: 22 March 2023

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/journals/bernoulli/volume-29/issue-2/Comparing-time-varying-regression-quantiles-under-shift-invariance/10.3150/22-BEJ1509.full

zbMATH Keywords

bootstraphypothesis testingconfidence bandlocally stationary processnonparametric quantile regressionCOVID-19comparison of curves

Mathematics Subject Classification ID

Linear inference, regression (62Jxx) Inference from stochastic processes (62Mxx) Nonparametric inference (62Gxx)

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