Parameter instability in quantile regression

DOI10.1177/1471082X0700700405zbMath1486.62104OpenAlexW2156182050MaRDI QIDQ4970897

Marilena Furno

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x0700700405

zbMATH Keywords

robustnesslikelihood ratio testquantile regressionstructural break

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items (5)

Tests for structural break in quantile regressions ⋮ A consistent nonparametric test for the structure change in quantile regression ⋮ Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression ⋮ Quantile regression analysis of the Italian school system ⋮ Sequential change point detection in linear quantile regression models

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• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
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• A Lack-of-Fit Test for Quantile Regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Controlling the significance levels of prediction error tests for linear regression models
• End-of-Sample Instability Tests
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure

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