Hypothesis testing for regional quantiles
From MaRDI portal
Recommendations
- Hypothesis testing of varying coefficients for regional quantiles
- Significance testing in quantile regression
- Testing for additivity in nonparametric quantile regression
- A lack-of-fit test for quantile regression process models
- Testing for change points due to a covariate threshold in quantile regression
Cites work
- scientific article; zbMATH DE number 4104198 (Why is no real title available?)
- scientific article; zbMATH DE number 3703310 (Why is no real title available?)
- Adaptive Lasso for sparse high-dimensional regression models
- B-splines and optimal stability
- Composite quantile regression and the oracle model selection theory
- Dantzig-type penalization for multiple quantile regression with high dimensional covariates
- Globally adaptive quantile regression with ultra-high dimensional data
- Goodness of Fit and Related Inference Processes for Quantile Regression
- Local operator theory, random matrices and Banach spaces.
- On the rate of convergence in the multivariate CLT
- Quantile Regression for Analyzing Heterogeneity in Ultra-High Dimension
- Quantile regression in partially linear varying coefficient models
- Quantile regression with varying coefficients
- Quantile regression.
- Regression Quantiles
- Significance testing in quantile regression
- Smoothly clipped absolute deviation on high dimensions
- Tests for Parameter Instability and Structural Change With Unknown Change Point
Cited in
(11)- Hypothesis testing of varying coefficients for regional quantiles
- Model-based bootstrap for detection of regional quantile treatment effects
- From regression rank scores to robust inference for censored quantile regression
- Quantile regression decomposition analysis of disparity research using complex survey data: application to disparities in BMI and telomere length between U.S. minority and white population groups
- Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
- Globally Adaptive Longitudinal Quantile Regression With High Dimensional Compositional Covariates
- Penalized kernel quantile regression for varying coefficient models
- Quantile forward regression for high-dimensional survival data
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Quantile generalized measures of correlation
- Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
This page was built for publication: Hypothesis testing for regional quantiles
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2411292)