Estimation and Inference for Multi-Kink Quantile Regression
From MaRDI portal
Publication:6620934
DOI10.1080/07350015.2021.1901720zbMATH Open1547.62989MaRDI QIDQ6620934
Wenyang Zhang, Wei Zhong, Chuang Wan
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
Cites Work
- Unnamed Item
- Unnamed Item
- Testing for structural change in regression quantiles
- A note on the consistency of Schwarz's criterion in linear quantile regression with the SCAD penalty
- Wild binary segmentation for multiple change-point detection
- Estimating structural changes in regression quantiles
- LASSO estimation of threshold autoregressive models
- One-step sparse estimates in nonconcave penalized likelihood models
- Regression rank scores and regression quantiles
- A general Bahadur representation of \(M\)-estimators and its application to linear regression with nonstochastic designs
- Nonparametric model checks for regression
- A continuous threshold expectile model
- Robust inference for threshold regression models
- Composite change point estimation for bent line quantile regression
- Bent Line Quantile Regression with Application to an Allometric Study of Land Mammals' Speed and Mass
- Minimizing Model Fitting Objectives That Contain Spurious Local Minima by Bootstrap Restarting
- Wild bootstrap for quantile regression
- Extended Bayesian information criteria for model selection with large model spaces
- Testing for change points due to a covariate threshold in quantile regression
- Fast Bootstrap Confidence Intervals for Continuous Threshold Linear Regression
- Tests of linear hypotheses based on regression rank scores
- Multivariable Model‐Building
- ESTIMATION OF A DENSITY FUNCTION USING ORDER STATISTICS1
- A Lack-of-Fit Test for Quantile Regression
- Sample Splitting and Threshold Estimation
- Interval estimation for the breakpoint in segmented regression: a smoothed score‐based approach
- A NOTE ON LEAST ABSOLUTE DEVIATION ESTIMATION OF A THRESHOLD MODEL
- Model Selection via Bayesian Information Criterion for Quantile Regression Models
- Model‐robust inference for continuous threshold regression models
- Tuning parameter selectors for the smoothly clipped absolute deviation method
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Regression Kink With an Unknown Threshold
Related Items (3)
Estimation and inference for multi-kink expectile regression with nonignorable dropout ⋮ A selective review on statistical methods for massive data computation: distributed computing, subsampling, and minibatch techniques ⋮ Estimation and inference for multikink expectile regression with longitudinal data
This page was built for publication: Estimation and Inference for Multi-Kink Quantile Regression