Generalized Analysis-of-variance-type Test for the Single-index Quantile Model

DOI10.1080/03610926.2013.813048zbMath1338.62131OpenAlexW2013649206MaRDI QIDQ2792280

Zhan-Gong Zhou, Rong Jiang, Wei-Min Qian

Publication date: 8 March 2016

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.813048

zbMATH Keywords

quantile regressionsingle-index model\(\chi^2\)-distributiongeneralized analysis-of-variance-type test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Estimation and testing for partially linear single-index models
• Single-index quantile regression
• Single-index composite quantile regression
• Estimation for a marginal generalized single-index longitudinal model
• Profile likelihood inferences on semiparametric varying-coefficient partially linear models
• A central limit theorem for generalized quadratic forms
• Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
• On average derivative quantile regression
• Two step composite quantile regression for single-index models
• Generalized likelihood ratio statistics and Wilks phenomenon
• Direct estimation of the index coefficient in a single-index model
• Testing for the parametric parts in a single-index varying-coefficient model
• Statistical inference for the index parameter in single-index models
• Testing the significance of index parameters in varying-coefficient single-index models
• Optimal smoothing in single-index models
• Semi-parametric estimation of partially linear single-index models
• Analysis of least absolute deviation
• Regression Quantiles
• Penalized Spline Estimation for Partially Linear Single-Index Models
• A Lack-of-Fit Test for Quantile Regression
• An Adaptive Estimation of Dimension Reduction Space
• Semiparametric Estimation of Index Coefficients
• TESTS FOR VARYING-COEFFICIENT PARTS ON VARYING-COEFFICIENT SINGLE-INDEX MODEL
• Rank score and permutation testing alternatives for regression quantile estimates
• ROBUST TEST BASED ON NONLINEAR REGRESSION QUANTILE ESTIMATORS

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