Non-linearity tests based on order statistics and quantile regressions

DOI10.1080/10629360600565269zbMath1113.62047OpenAlexW2033761907MaRDI QIDQ3446968

Marilena Furno

Publication date: 27 June 2007

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360600565269

zbMATH Keywords

order statisticsrobustnessquantile regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Order statistics; empirical distribution functions (62G30)

Cites Work

• The finite-sample breakdown point of the Oja bivariate median and of the corresponding half-samples version
• A consistent test for the functional form of a regression based on a difference of variance estimators
• Uses of entropy and divergence measures for evaluating econometric approximations and infer\-ence.
• Testing for neglected nonlinearity in regression models based on the theory of random fields
• Testing the Goodness of Fit of a Linear Model Via Nonparametric Regression Techniques
• An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Consistent Specification Testing Via Nonparametric Series Regression

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