Nonparametric testing of an exclusion restriction in quantile regression

DOI10.1080/03610920802027420MaRDI QIDQ5494724zbMATH OpenOpenAlexFDO

Authors

Publication date 29 July 2014

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802027420

zbMATH Keywords

empirical processeshypothesis testingquantile regressionsemiparametric

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• An Edgeworth expansion for the \(m\) out of \(n\) bootstrapped median
• Approximation Theorems of Mathematical Statistics
• Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
• Estimating the asymptotic covariance matrix for quantile regression models. A Monte Carlo study
• Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
• Global nonparametric estimation of conditional quantile functions and their derivatives
• scientific article; zbMATH DE number 3862231 (Why is no real title available?)
• scientific article; zbMATH DE number 490141 (Why is no real title available?)
• MULTIVARIATE LOCAL POLYNOMIAL REGRESSION FOR TIME SERIES:UNIFORM STRONG CONSISTENCY AND RATES
• Nonparametric estimates of regression quantiles and their local Bahadur representation
• On average derivative quantile regression
• Regression Quantiles
• Tailor-made tests for goodness of fit to semiparametric hypotheses
• Weak convergence and empirical processes. With applications to statistics

Cited in

(3)

• Expansion for moments of regression quantiles with applications to nonparametric testing
• Nonparametric testing of an exclusion restriction
• Testing multivariate economic restrictions using quantiles: the example of Slutsky negative semidefiniteness

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