Testing the heteroscedastic error structure in quantile varying coefficient models (Q4960916)

From MaRDI portal
scientific article; zbMATH DE number 7193331
Language Label Description Also known as
English
Testing the heteroscedastic error structure in quantile varying coefficient models
scientific article; zbMATH DE number 7193331

    Statements

    Testing the heteroscedastic error structure in quantile varying coefficient models (English)
    0 references
    0 references
    0 references
    0 references
    24 April 2020
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    heteroscedasticity
    0 references
    likelihood-ratio test
    0 references
    penalized splines
    0 references
    quantile regression
    0 references
    varying coefficient models
    0 references
    0 references