Comparing conditional quantile curves

DOI10.1111/J.1467-9469.2010.00718.XMaRDI QIDQ2911653zbMATH OpenOpenAlexFDO

Authors Jens Wagener, Stanislav Volgushev, Holger Dette

Publication date 1 September 2012

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9469.2010.00718.x

zbMATH Keywords

bootstrapquantile regressionrobustnesscrossing quantile curvesmonotone rearrangementsnonparametric analysis of covariance

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
• A central limit theorem with applications to random hypergraphs
• A comparison of local constant and local linear regression quantile estimators
• A consistent test of functional form via nonparametric estimation techniques
• A power comparison between nonparametric regression tests.
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Bootstrap simultaneous error bars for nonparametric regression
• Comparison of Regression Curves Using Quasi-Residuals
• Convergence of stochastic processes
• Local Linear Quantile Regression
• Non-Crossing Non-Parametric Estimates of Quantile Curves
• Non-Parametric Analysis of Covariance
• Non-parametric estimation of the residual distribution
• Nonparametric Estimation of an Additive Quantile Regression Model
• Nonparametric analysis of covariance.
• Nonparametric and semiparametric models.
• On Additive Conditional Quantiles With High-Dimensional Covariates
• On Estimation of a Probability Density Function and Mode
• Regression Quantiles
• Semiparametric comparison of regression curves
• Some higher-order theory for a consistent non-parametric model specification test
• Testing precise hypotheses. With comments and a rejoinder by the authors

Cited in

(15)

• Comparison of curves based on a Cramér-von Mises statistic
• Smoothed empirical likelihood for the difference of two quantiles with the paired sample
• On the bootstrap quantile-treatment-effect test
• Comparison of quantile regression curves with censored data
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness
• COMPARISON OF FEATURE SIGNIFICANCE QUANTILE APPROXIMATIONS
• Robust tests for equality of regression curves based on characteristic functions
• Tests for successive differences of quantiles
• Robust comparison of regression curves
• Two-sample quantile tests under general conditions
• A similarity analysis of curves
• Comparing time varying regression quantiles under shift invariance
• Nonparametric comparison of quantile curves: a stochastic process approach
• An updated review of goodness-of-fit tests for regression models
• Testing quantile-preserving spreads

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