Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052)
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scientific article; zbMATH DE number 5669378
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| English | Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form |
scientific article; zbMATH DE number 5669378 |
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Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (English)
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12 February 2010
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bootstrap
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discrete distribution
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distribution-free
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GARCH
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heteroscedasticity
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median regression
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Monte Carlo test
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non-normality
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projection methods
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quantile regression
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serial dependence
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signs
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sign test
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simultaneous inference
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stochastic volatility
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0.8351490497589111
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0.7799872159957886
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0.7512398958206177
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0.7498874068260193
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