Nonparametric Testing of an Exclusion Restriction in Quantile Regression

DOI10.1080/03610920802027420zbMath1292.62068OpenAlexW1974931031MaRDI QIDQ5494724

No author found.

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802027420

zbMATH Keywords

hypothesis testingempirical processesquantile regressionsemiparametric

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

Cites Work

• Unnamed Item
• Unnamed Item
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Global nonparametric estimation of conditional quantile functions and their derivatives
• On average derivative quantile regression
• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Weak convergence and empirical processes. With applications to statistics
• Tailor-made tests for goodness of fit to semiparametric hypotheses
• Approximation Theorems of Mathematical Statistics
• Regression Quantiles
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth