Assessing model adequacy in possibly misspecified quantile regression

DOI10.1016/J.CSDA.2012.07.020MaRDI QIDQ2359512zbMATH OpenOpenAlexFDO

Authors Hohsuk Noh, Anouar El Ghouch, Ingrid Van Keilegom

Publication date 29 June 2017

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2012.07.020

zbMATH Keywords

linear modelcoefficient of determinationconditional quantileslack-of-fitprediction quality

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Order statistics; empirical distribution functions (62G30)

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Cites work

• scientific article; zbMATH DE number 3092166 (Why is no real title available?)
• Analysis of least absolute deviation
• Coefficients of determination for least absolute deviation analysis
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Quality of fit measures in the framework of quantile regression
• Quantile Regression under Misspecification, with an Application to the U.S. Wage Structure
• Quantile regression.
• Regression Quantiles
• Some Methodological Aspects of Validation of Models in Nonparametric Regression

Cited in

(5)

• Quality of fit measurement in regression quantiles: an elemental set method approach
• Quality of fit measures in the framework of quantile regression
• On the predictive risk in misspecified quantile regression
• A lack-of-fit test for quantile regression models with high-dimensional covariates
• Assessing quantile prediction with censored quantile regression models

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