An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
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Cited in
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- Expansion for moments of regression quantiles with applications to nonparametric testing
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- Sieve empirical likelihood ratio tests for nonparametric functions
- A simple nonparametric test for diagnosing nonlinearity in Tobit median regression model
- Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
- Serial and nonserial sign-and-rank statistics: Asymptotic representation and asymptotic nor\-mal\-ity
- Specification analysis of linear quantile models
- Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
- Quasi-maximum likelihood estimation for conditional quantiles
- Comparing time varying regression quantiles under shift invariance
- Powerful nonparametric checks for quantile regression
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Non-linearity tests based on order statistics and quantile regressions
- Semiparametrically Efficient Inference Based on Signs and Ranks for Median-Restricted Models
- An updated review of goodness-of-fit tests for regression models
- Misspecification Testing in a Class of Conditional Distributional Models
- Inverse censoring weighted median regression
- A specification test for dynamic conditional distribution models with function-valued parameters
- A robust test of specification based on order statistics
- Model checking for parametric single-index quantile models
- Analysis of global and local optima of regularized quantile regression in high dimensions: a subgradient approach
- Nonparametric Inference for Time-Varying Coefficient Quantile Regression
- Spatial cluster detection with threshold quantile regression
- Rank-transformed subsampling: inference for multiple data splitting and exchangeable p-values
- Efficient estimation in dynamic conditional quantile models
- Specification tests of parametric dynamic conditional quantiles
- Testing linearity against threshold effects: uniform inference in quantile regression
- Adaptive goodness-of-fit tests based on signed ranks
- Nonparametric inference of quantile curves for nonstationary time series
- Quantile regression with varying coefficients
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