Shape testing in quantile varying coefficient models with heteroscedastic error

DOI10.1080/10485252.2017.1303066MaRDI QIDQ5266570zbMATH OpenOpenAlexFDO

Authors Irène Gijbels, Mohammed Ali Faya Ibrahim, Anneleen Verhasselt

Publication date 16 June 2017

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/601232

zbMATH Keywords

heteroscedasticityquantile regressionvarying coefficient modelslikelihood-ratio testqualitative shape testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

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Cites work

• A practical guide to splines.
• COBS: qualitatively constrained smoothing via linear programming
• Convergence rate of b-spline estimators of nonparametric conditional quantile functions^∗
• P-splines quantile regression estimation in varying coefficient models
• Quantile regression in heteroscedastic varying coefficient models
• Quantile regression in partially linear varying coefficient models
• Quantile regression with varying coefficients
• Regression Quantiles
• Shape testing in varying coefficient models
• The Gaussian hare and the Laplacian tortoise: computability of squared-error versus absolute-error estimators. With comments by Ronald A. Thisted and M. R. Osborne and a rejoinder by the authors

Cited in

(6)

• Hypothesis testing of varying coefficients for regional quantiles
• A goodness-of-fit test for a varying-coefficients model in longitudinal studies
• Testing for constancy in varying coefficient models
• Quantile regression in heteroscedastic varying coefficient models
• Shape testing in varying coefficient models
• Testing the heteroscedastic error structure in quantile varying coefficient models

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