Saddlepoint tests for quantile regression

DOI10.1002/CJS.11288MaRDI QIDQ5507359zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

quantile regressionrobust tests\(M\)-estimatorsaddlepoint techniques

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 2143284
• Lack-of-fit tests for quantile regression models
• Testing for parameter stability in quantile regression models
• Significance testing in quantile regression
• Testing for Marginal Linear Effects in Quantile Regression
• Testing in linear composite quantile regression models
• Testing for structural change in regression quantiles
• Tests for structural break in quantile regressions

Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 597896 (Why is no real title available?)
• scientific article; zbMATH DE number 2143284 (Why is no real title available?)
• A resampling method based on pivotal estimating functions
• Direct use of regression quantiles to construct confidence sets in linear models
• Empirical likelihood ratio confidence intervals for a single functional
• Extremal quantile regression
• Finite-sample distribution of regression quantiles
• Limiting distributions of linear programming estimators
• Nearly root-\(n\) approximation for regression quantile processes
• Nonregular regression
• On extreme regression quantiles
• Regression Quantiles
• Regression rank scores and regression quantiles
• Robust Bounded-Influence Tests in General Parametric Models
• Robust and accurate inference for generalized linear models
• Saddlepoint Approximations in Statistics
• Saddlepoint approximations and tests based on multivariate M-estimates.
• Saddlepoint approximations for regression models
• Saddlepoint test in measurement error models
• Searching for alternative splicing with a joint model on probe measurability and expression intensities
• Tail Behavior of Regression Estimators and their Breakdown Points
• Tests of linear hypotheses based on regression rank scores
• The Influence Curve and Its Role in Robust Estimation
• The jackknife's edge: inference for censored regression quantiles

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
• scientific article; zbMATH DE number 2143284 (Why is no real title available?)
• 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

This page was built for publication: Saddlepoint tests for quantile regression

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5507359)