Rank score and permutation testing alternatives for regression quantile estimates

DOI10.1080/10629360500109168MaRDI QIDQ5290899zbMATHOpenAlexFDO

Authors Brian S. Cade, Jon D. Richards, Paul W. jun. Mielke

Publication date 3 May 2006

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10629360500109168

zbMATH Keywords

linear modelquantile regressionpermutation proceduresecological limiting factorsrank score statistic

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05) Parametric tolerance and confidence regions (62F25)

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Cites work

• L-estimatton for linear heteroscedastic models
• A resampling method based on pivotal estimating functions
• Aligned rank transform tests in linear models
• An empirical comparison of permutation methods for tests of partial regression coefficients in a linear model
• Comparison of permutation methods for the partial correlation and partial mantel tests
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Independent contrasts and regression through the origin
• On Tests Applied to Residuals
• Permutation Tests for Least Absolute Deviation Regression
• Permutation Tests for Linear Models
• Permutation methods. A distance function approach
• Randomization tests for multiple regression
• Regression Quantiles
• Regression rank scores and regression quantiles
• Robust Tests for Heteroscedasticity Based on Regression Quantiles
• Simultaneous Confidence Bands for Percentile Lines in the General Linear Model
• Statistical inference on heteroscedastic models based on regression quantiles
• Tests of linear hypotheses based on regression rank scores

Cited in

(1)

• Generalized analysis-of-variance-type test for the single-index quantile model

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