Martingale-difference-divergence-based tests for goodness-of-fit in quantile models
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Publication:2301110
DOI10.1016/j.jspi.2019.10.007zbMath1437.62156MaRDI QIDQ2301110
Publication date: 28 February 2020
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2019.10.007
62G08: Nonparametric regression and quantile regression
60G44: Martingales with continuous parameter
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