Interval quantile correlations with applications to testing high-dimensional quantile effects

DOI10.1016/J.JECONOM.2024.105922MaRDI QIDQ6969740zbMATH OpenFDO

Authors Yaowu Zhang, Yeqing Zhou, Liping Zhu

Publication date 19 June 2025

Published in Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

quantile regressionpartial correlationinterval quantile

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Interval quantile correlations with applications to testing high-dimensional quantile effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6969740)