Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (Q5133589)
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scientific article; zbMATH DE number 7272453
Language | Label | Description | Also known as |
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English | Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression |
scientific article; zbMATH DE number 7272453 |
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Conditional Independence Specification Testing for Dependent Processes with Local Polynomial Quantile Regression (English)
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10 November 2020
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conditional exogeneity
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conditional independence
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empirical process
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local polynomial
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quantile regression
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specification test
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