Quality of fit measures in the framework of quantile regression

DOI10.1111/J.1467-9469.2012.00792.XMaRDI QIDQ4911968zbMATH OpenOpenAlexFDO

Authors Hohsuk Noh, Anouar El Ghouch, Ingrid Van Keilegom

Publication date 20 March 2013

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://cdn.uclouvain.be/public/Exports%20reddot/stat/documents/ISBADP2011-25_quality_of_fit_measures_in_the_fit_framework.pdf

zbMATH Keywords

coefficient of determinationinadequacy indexlack-of-fit measurelocal polynomial estimationnonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Monte Carlo methods (65C05)

Recommendations

• Quality of fit measurement in regression quantiles: an elemental set method approach
• Assessing model adequacy in possibly misspecified quantile regression
• Goodness of Fit and Related Inference Processes for Quantile Regression
• On association in regression: the coefficient of determination revisited
• A Lack-of-Fit Test for Quantile Regression

Cites work

• Coefficients of determination for least absolute deviation analysis
• Goodness of Fit and Related Inference Processes for Quantile Regression
• scientific article; zbMATH DE number 1515417 (Why is no real title available?)
• Measuring the discrepancy of a parametric model via local polynomial smoothing
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Nonparametric estimation of global functionals and a measure of the explanatory power of covariates in regression
• On average derivative quantile regression
• On Bahadur's Representation of Sample Quantiles
• Optimal bandwidth choice for density-weighted averages
• Second Order Approximation in the Partially Linear Regression Model
• Semiparametric modeling and estimation of heteroscedasticity in regression analysis of cross-sectional data
• Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model

Cited in

(11)

• Assessing model adequacy in possibly misspecified quantile regression
• Quality of fit measurement in regression quantiles: an elemental set method approach
• Measuring Firm Performance By Using Linear and Non-Parametric Quantile Regressions
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Quantile regression under asymmetric Laplace distribution in capital asset pricing model
• Evaluation of portfolio returns in Fama-French model using quantile regression under asymmetric Laplace distribution
• Worm plot to diagnose fit in quantile regression
• A quantile regression approach for modelling a Health-Related Quality of Life Measure
• Measuring Granger Causality in Quantiles
• A property of the observations fit by the extreme regression quantiles
• A nonparametric measure of heteroskedasticity

This page was built for publication: Quality of fit measures in the framework of quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4911968)