Identifying interaction effects via additive quantile regression models

DOI10.4310/SII.2017.V10.N2.A9MaRDI QIDQ1748640zbMATH OpenOpenAlexFDO

Authors Yanan Hu, Qianqian Zhu, Maozai Tian

Publication date 14 May 2018

Published in Statistics and Its Interface (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/sii.2017.v10.n2.a9

zbMATH Keywords

bandwidth selectionbackfitting algorithmpairwise interactiongeneralized likelihood ratio type testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Recommendations

• NONPARAMETRIC ESTIMATION AND TESTING OF INTERACTION IN ADDITIVE MODELS
• Testing for additivity in nonparametric quantile regression
• Component selection in additive quantile regression models
• Estimating and testing a quantile regression model with interactive effects
• Interaction models for functional regression

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