Model checking for parametric single-index quantile autoregression

DOI10.1360/SCM-2018-0259MaRDI QIDQ5064099zbMATHOpenAlexWikidataFDO

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

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)

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(1)

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

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