An encompassing test for non-nested quantile regression models

DOI10.1016/j.econlet.2010.01.040zbMath1188.62155OpenAlexW2087372100MaRDI QIDQ974219

Hsin-Yi Lin, Chung-Ming Kuan

Publication date: 27 May 2010

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2010.01.040

zbMATH Keywords

quantile regressionencompassing testnon-nested modelrank score test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20)

Related Items (1)

A robust test for non-nested hypotheses

Cites Work

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• Tests of linear hypotheses based on regression rank scores
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• Regression Quantiles

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