Testing for change points in censored quantile regression models

DOI10.1360/N012017-00165MaRDI QIDQ5063995zbMATH OpenOpenAlexFDO

Authors Liwen Zhang, Zhongxin Ni, Yong He, Zhoufan Zhu

Publication date 21 March 2022

Published in SCIENTIA SINICA Mathematica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1360/n012017-00165

zbMATH Keywords

quantile regressionchange pointsfixed censoringinformative subset

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Testing in survival analysis and censored data (62N03)

Recommendations

• Threshold effect test in censored quantile regression
• Testing for change points due to a covariate threshold in quantile regression
• Testing for structural change in regression quantiles
• Sequential change point detection in linear quantile regression models
• Testing for parameter stability in quantile regression models

Cited in

(6)

• Testing for structural change in regression quantiles
• Testing for change points due to a covariate threshold in quantile regression
• Threshold effect test in censored quantile regression
• Detecting changes in the functional linear regression model
• Sequential change point detection in linear quantile regression models
• Change-point estimation for censored regression model

This page was built for publication: Testing for change points in censored quantile regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5063995)