Shape testing in quantile varying coefficient models with heteroscedastic error
DOI10.1080/10485252.2017.1303066zbMATH Open1369.62070OpenAlexW2600237788MaRDI QIDQ5266570FDOQ5266570
Mohammed Ali Faya Ibrahim, Anneleen Verhasselt, Irène Gijbels
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
Recommendations
heteroscedasticityquantile regressionvarying coefficient modelslikelihood-ratio testqualitative shape testing
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)
Cites Work
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- Regression Quantiles
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- Convergence rate of b-spline estimators of nonparametric conditional quantile functions∗
- COBS: qualitatively constrained smoothing via linear programming
- P-splines quantile regression estimation in varying coefficient models
- Quantile regression in heteroscedastic varying coefficient models
- Shape testing in varying coefficient models
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