Parameter instability in quantile regression
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Publication:4970897
DOI10.1177/1471082X0700700405zbMath1486.62104OpenAlexW2156182050MaRDI QIDQ4970897
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
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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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