Testing the heteroscedastic error structure in quantile varying coefficient models
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Publication:4960916
DOI10.1002/cjs.11346zbMath1474.62125MaRDI QIDQ4960916
Irène Gijbels, Mohammed Ali Faya Ibrahim, Anneleen Verhasselt
Publication date: 24 April 2020
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lirias.kuleuven.be/handle/123456789/601236
varying coefficient models; heteroscedasticity; quantile regression; penalized splines; likelihood-ratio test
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
65D07: Numerical computation using splines
62H15: Hypothesis testing in multivariate analysis
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