Powerful nonparametric checks for quantile regression

DOI10.1016/J.JSPI.2016.08.006zbMath1358.62048arXiv1404.0216OpenAlexW1904953985MaRDI QIDQ338398

Samuel Maistre, Valentin Patilea, Pascal Lavergne

Publication date: 4 November 2016

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.0216

zbMATH Keywords

smoothingquantile regression\(U\)-statisticsgoodness-of-fit testwild bootstrapGaussian critical values

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Related Items (4)

Adaptive testing using data-driven method selecting smoothing parameters ⋮ A Review on Dimension-Reduction Based Tests For Regressions ⋮ Omnibus test for covariate effects in conditional copula models ⋮ Martingale-difference-divergence-based tests for goodness-of-fit in quantile models

Uses Software

• quantreg

Cites Work

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