Parameter instability in quantile regression

DOI10.1177/1471082X0700700405zbMath1486.62104OpenAlexW2156182050MaRDI QIDQ4970897

Marilena Furno

Publication date: 7 October 2020

Published in: Statistical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1177/1471082x0700700405

zbMATH Keywords

robustnesslikelihood ratio testquantile regressionstructural break

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08)

Related Items

Tests for structural break in quantile regressions, A consistent nonparametric test for the structure change in quantile regression, Sequential change point detection for high‐dimensional data using nonconvex penalized quantile regression, Quantile regression analysis of the Italian school system, Sequential change point detection in linear quantile regression models

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