The independence process in conditional quantile location-scale models and an application to testing for monotonicity

DOI10.5705/ss.2013.173zbMath1392.62107arXiv1609.07696OpenAlexW2978336123MaRDI QIDQ4601255

Natalie Neumeyer, Stanislav Volgushev, Melanie Birke

Publication date: 12 January 2018

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1609.07696

zbMATH Keywords

bootstrapsequential empirical processKolmogorov-Smirnov testmonotone rearrangementsnonparametric quantile regressionmodel testempirical independence processresidual processes

Mathematics Subject Classification ID

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

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