Interval quantile correlations with applications to testing high-dimensional quantile effects
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Cites work
- A Lack-of-Fit Test for Quantile Regression
- A Lack-Of-Fit Test with Screening in Sufficient Dimension Reduction
- Composite quantile regression and the oracle model selection theory
- CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
- Conditional mean and quantile dependence testing in high dimension
- Coordinate descent algorithms for lasso penalized regression
- Distributed optimization and statistical learning via the alternating direction method of multipliers
- Globally adaptive quantile regression with ultra-high dimensional data
- Hypothesis testing for regional quantiles
- L-Estimation for Linear Models
- Martingale difference correlation and its use in high-dimensional variable screening
- Measuring and testing for interval quantile dependence
- Multiple Quantile Modelling via Reduced Rank Regression
- Noncrossing quantile regression curve estimation
- On general resampling algorithms and their performance in distribution estimation
- Power enhancement in high-dimensional cross-sectional tests
- Power Transformation Toward a Linear Regression Quantile
- Quantile correlations and quantile autoregressive modeling
- Quantile regression.
- Regression Quantiles
- Robust Tests for Heteroscedasticity Based on Regression Quantiles
- Stepwise multiple quantile regression estimation using non-crossing constraints
- Testing for Marginal Linear Effects in Quantile Regression
- Testing the Effects of High-Dimensional Covariates via Aggregating Cumulative Covariances
- Tests of Linear Hypotheses and l"1 Estimation
- The dependent wild bootstrap
- Wild bootstrap for quantile regression
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