Quality of Fit Measures in the Framework of Quantile Regression

DOI10.1111/j.1467-9469.2012.00792.xzbMath1259.62022OpenAlexW1914482768MaRDI QIDQ4911968

Hohsuk Noh, Ingrid Van Keilegom, Anouar El Ghouch

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

nonparametric regressionlocal polynomial estimationcoefficient of determinationinadequacy indexlack-of-fit measure

Mathematics Subject Classification ID

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

Related Items (5)

Assessing model adequacy in possibly misspecified quantile regression ⋮ Quality of fit measurement in regression quantiles: an elemental set method approach ⋮ A nonparametric measure of heteroskedasticity ⋮ 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

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• On Bahadur's Representation of Sample Quantiles

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