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

DOI10.1016/0167-7152(95)00163-8zbMATH Open0865.62021OpenAlexW2094407065MaRDI QIDQ1126090FDOQ1126090

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

Recommendations

• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
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• Nonparametric tests for conditional symmetry in dynamic models
• A Consistent Nonparametric Test of Symmetry in Linear Regression Models
• Testing symmetry in nonparametric regression models
• A quantile-based test for symmetry of weakly dependent processes

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)

Cites Work

• Regression Quantiles
• Asymmetric Least Squares Estimation and Testing
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Title not available (Why is that?)
• Quantile smoothing splines
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• Convergence of sample paths of normalized sums of induced order statistics
• Kernel and nearest-neighbor estimation of a conditional quantile
• Title not available (Why is that?)
• Nonparametric regression M-quantiles

Cited In (25)

• 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
• The MLE of Aigner, Amemiya, and Poirier is \textit{not} the expectile MLE
• Isotonicity properties of generalized quantiles
• Testing axial symmetry by means of directional regression quantiles
• Extreme $$L^p$$-quantile Kernel Regression
• Communication‐efficient low‐dimensional parameter estimation and inference for high‐dimensional Lp$$ {L}^p $$‐quantile regression
• The \(k\)th power expectile 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
• Nonparametric Estimation and Symmetry Tests for Conditional Density Functions
• ASYMPTOTIC EXPANSIONS OF GENERALIZED QUANTILES AND EXPECTILES FOR EXTREME RISKS
• Random distributions via sequential quantile array
• Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error
• Multivariate \(\rho \)-quantiles: a spatial approach
• Estimation of value-at-risk by \(L^p\) quantile regression
• Bayesian composite \(L^p\)-quantile regression
• On the estimation of the variability in the distribution tail
• 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
• Haezendonck-Goovaerts risk measures and Orlicz quantiles

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