Model checking for parametric single-index quantile autoregression

DOI10.1360/SCM-2018-0259zbMATH Open1499.62334OpenAlexW2969544999WikidataQ127341798 ScholiaQ127341798MaRDI QIDQ5064099FDOQ5064099

Authors: Qiang Xia, Rubing Liang, Gaorong Li 

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/scm-2018-0259

Recommendations

• A model-adaptive test for parametric single-index time series models
• Model checking for parametric single-index models: a dimension reduction model-adaptive approach
• Model checks of higher order time series
• Generalized analysis-of-variance-type test for the single-index quantile model
• Nonparametric model checks for time series

zbMATH Keywords

dimension reductionquantile regressionmodel checkingresidual empirical processsingle-index time series

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cited In (1)

• A model-adaptive test for parametric single-index time series models

This page was built for publication: Model checking for parametric single-index quantile autoregression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5064099)