Conditional L_ p-quantiles and their application to the testing of symmetry in non-parametric regression

DOI10.1016/0167-7152(95)00163-8MaRDI QIDQ1126090zbMATH OpenOpenAlexFDO

Authors Zehua Chen

Publication date 8 December 1996

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(95)00163-8

zbMATH Keywords

asymptotic normalitynonparametric regressionregression quantileskernel estimatestesting of symmetry

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• scientific article; zbMATH DE number 3864299 (Why is no real title available?)
• scientific article; zbMATH DE number 3256930 (Why is no real title available?)
• Asymmetric Least Squares Estimation and Testing
• Convergence of sample paths of normalized sums of induced order statistics
• Kernel and nearest-neighbor estimation of a conditional quantile
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Nonparametric regression M-quantiles
• Quantile smoothing splines
• Regression Quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles

Cited in

(25)

• Haezendonck-Goovaerts risk measures and Orlicz quantiles
• On the \(L_p\)-quantiles for the Student \(t\) distribution
• Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization
• Generalized quantiles as risk measures
• On a relationship between randomly and non-randomly thresholded empirical average excesses for heavy tails
• A CONSISTENT NONPARAMETRIC EQUALITY TEST OF CONDITIONAL QUANTILE FUNCTIONS
• Isotonicity properties of generalized quantiles
• The MLE of Aigner, Amemiya, and Poirier is \textit{not} the expectile MLE
• Testing axial symmetry by means of directional regression quantiles
• Extreme $$L^p$$-quantile Kernel Regression
• The \(k\)th power expectile regression
• Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression
• Comparison of \(L_p\)-quantiles and related skewness measures
• Automatic selection by penalized asymmetric L _q -norm in a high-dimensional model with grouped variables
• The \(k\)th power expectile estimation and testing
• Random distributions via sequential quantile array
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
• Multivariate \(\rho \)-quantiles: a spatial approach
• Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error
• On the estimation of the variability in the distribution tail
• Estimation of value-at-risk by \(L^p\) quantile regression
• Bayesian composite \(L^p\)-quantile regression
• Estimation of conditional extreme risk measures from heavy-tailed elliptical random vectors
• Inter-order relations between equivalence for \(L_p\)-quantiles of the Student's \(t\) distribution

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