Expansion for moments of regression quantiles with applications to nonparametric testing

DOI10.3150/17-BEJ986zbMath1431.62164arXiv1306.6179MaRDI QIDQ1740509

Ingrid Van Keilegom, Enno Mammen, Kyusang Yu

Publication date: 30 April 2019

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1306.6179

zbMATH Keywords

kernel smoothing; goodness-of-fit tests; quantiles; nonparametric regression; nonparametric testing; Bahadur expansions

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62E20: Asymptotic distribution theory in statistics

62G20: Asymptotic properties of nonparametric inference