Saddlepoint tests for quantile regression
From MaRDI portal
Publication:5507359
DOI10.1002/cjs.11288zbMath1352.62114OpenAlexW2471312141MaRDI QIDQ5507359
Radka Sabolová, Elvezio Ronchetti
Publication date: 19 December 2016
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://oro.open.ac.uk/46793/2/revision_CJS_May3_2016.pdf
Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)
Related Items
Cites Work
- Finite-sample distribution of regression quantiles
- Nearly root-\(n\) approximation for regression quantile processes
- Robust and accurate inference for generalized linear models
- Regression rank scores and regression quantiles
- Saddlepoint approximations and tests based on multivariate \(M\)-estimates.
- The jackknife's edge: inference for censored regression quantiles
- Limiting distributions of linear programming estimators
- Direct use of regression quantiles to construct confidence sets in linear models
- Extremal quantile regression
- Tests of linear hypotheses based on regression rank scores
- Empirical likelihood ratio confidence intervals for a single functional
- Tail Behavior of Regression Estimators and their Breakdown Points
- Saddlepoint approximations for regression models
- The Influence Curve and Its Role in Robust Estimation
- Regression Quantiles
- Nonregular regression
- Robust Bounded-Influence Tests in General Parametric Models
- A resampling method based on pivotal estimating functions
- Searching for Alternative Splicing With a Joint Model on Probe Measurability and Expression Intensities
- Saddlepoint Test in Measurement Error Models
- Saddlepoint Approximations in Statistics
- On extreme regression quantiles
- Unnamed Item
- Unnamed Item
- Unnamed Item
