Testing for Marginal Linear Effects in Quantile Regression

DOI10.1111/rssb.12258OpenAlexW2767073761WikidataQ52632623 ScholiaQ52632623MaRDI QIDQ4607217

Huixia Judy Wang, Min Qian, Ian W. McKeague

Publication date: 13 March 2018

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://europepmc.org/articles/pmc5863930

zbMATH Keywords

quantile regressioninferencebootstrap calibrationnon-standard asymptoticsmarginal regression

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bootstrap, jackknife and other resampling methods (62F40)

Related Items (7)

CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION ⋮ Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data ⋮ Threshold Selection in Feature Screening for Error Rate Control ⋮ Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination ⋮ A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression ⋮ Communication-efficient distributed estimation for high-dimensional large-scale linear regression ⋮ Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression

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