Testing in linear composite quantile regression models

DOI10.1007/s00180-014-0497-yzbMath1306.65074OpenAlexW2149436507MaRDI QIDQ2259793

Rong Jiang, Jingru Li, Wei-Min Qian

Publication date: 5 March 2015

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-014-0497-y

zbMATH Keywords

composite quantile regressionlinear hypothesisrandomly weighting method

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric regression and quantile regression (62G08)

Related Items (7)

Weighted composite quantile regression for single-index models ⋮ Weighted composite quantile regression for longitudinal mixed effects models with application to AIDS studies ⋮ Composite quantile regression for massive datasets ⋮ Random weighting method for M-test in linear model with dependent errors ⋮ A predictive leverage statistic for quantile regression with measurement errors ⋮ Weighted composite quantile regression for partially linear varying coefficient models ⋮ Single-index composite quantile regression with heteroscedasticity and general error distributions

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• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression

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