Testing the heteroscedastic error structure in quantile varying coefficient models

DOI10.1002/cjs.11346zbMath1474.62125OpenAlexW2607540374MaRDI QIDQ4960916

Irène Gijbels, Mohammed Ali Faya Ibrahim, Anneleen Verhasselt

Publication date: 24 April 2020

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://lirias.kuleuven.be/handle/123456789/601236

zbMATH Keywords

varying coefficient modelsheteroscedasticityquantile regressionpenalized splineslikelihood-ratio test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Numerical computation using splines (65D07) Hypothesis testing in multivariate analysis (62H15)

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