Saddlepoint tests for quantile regression

DOI10.1002/CJS.11288zbMATH Open1352.62114OpenAlexW2471312141MaRDI QIDQ5507359FDOQ5507359

Authors: Elvezio Ronchetti, Radka Sabolová 

Publication date: 19 December 2016

Published in: The 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

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zbMATH Keywords

quantile regressionrobust tests\(M\)-estimatorsaddlepoint techniques

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Nonparametric robustness (62G35) Linear regression; mixed models (62J05)

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Cited In (8)

• Nearly root-\(n\) approximation for regression quantile processes
• Saddlepoint test in measurement error models
• Nonstandard quantile-regression inference
• Significance testing in quantile regression
• Title not available (Why is that?)
• Signs of residuals for testing coefficients in quantile regression
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective
• Rank score and permutation testing alternatives for regression quantile estimates

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