Tests for structural break in quantile regressions

DOI10.1007/s10182-012-0188-3zbMath1443.62095OpenAlexW2039628045MaRDI QIDQ1633260

Marilena Furno

Publication date: 19 December 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10182-012-0188-3

zbMATH Keywords

quantile regressionstructural breaktest

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items

Estimation in quantile regression models with jump discontinuities, A consistent nonparametric test for the structure change in quantile regression, Maximum likelihood estimation for quantile autoregression models with Markovian switching, Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression, Sequential change point detection in linear quantile regression models

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