Constrained quantile regression and heteroskedasticity

DOI10.1080/10485252.2022.2053536zbMath1493.62198OpenAlexW4220759260MaRDI QIDQ5078825

Ilaria L. Amerise

Publication date: 25 May 2022

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

Full work available at URL: https://doi.org/10.1080/10485252.2022.2053536

zbMATH Keywords

Wald testmultiple quantilesquantile crossing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear programming (90C05)

Uses Software

• quantreg

Cites Work

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• Stepwise multiple quantile regression estimation using non-crossing constraints
• Glejser's test revisited
• Restricted regression quantiles
• Noncrossing quantile regression curve estimation
• Distribution of quantiles in samples from a bivariate population
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• NON-PARAMETRIC ESTIMATION OF DENSITY FOR REGULARLY VARYING DISTRIBUTIONS1
• Statistical inference on heteroscedastic models based on regression quantiles
• Reappraising Medfly Longevity
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Quantile Regression
• Efficient quantile regression for heteroscedastic models
• A weighted linear quantile regression

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