Model checking for parametric single-index quantile models
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Publication:6541603
Cites work
- A consistent nonparametric test of parametric regression models under conditional quantile restrictions
- A lack-of-fit test for quantile regression models with high-dimensional covariates
- A Review on Dimension-Reduction Based Tests For Regressions
- A single-index quantile regression model and its estimation
- Adaptive-to-model checking for regressions with diverging number of predictors
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- Central limit theorem for integrated square error of multivariate nonparametric density estimators
- Central quantile subspace
- Conditional empirical likelihood estimation and inference for quantile regression models
- Dimension reduction in regressions through cumulative slicing estimation
- Enhancements of non-parametric generalized likelihood ratio test: bias correction and dimension reduction
- Goodness of Fit and Related Inference Processes for Quantile Regression
- scientific article; zbMATH DE number 1220060 (Why is no real title available?)
- Lack-of-fit tests for quantile regression models
- Model checking for parametric single-index models: a dimension reduction model-adaptive approach
- Nonparametric model checks for regression
- Powerful nonparametric checks for quantile regression
- Quantile regression.
- Regression Quantiles
- Single-index quantile regression
- SMOOTHED EMPIRICAL LIKELIHOOD METHODS FOR QUANTILE REGRESSION MODELS
- Specification analysis of linear quantile models
- Specification tests of parametric dynamic conditional quantiles
- Sufficient dimension reduction through discretization-expectation estimation
- Wild bootstrap for quantile regression
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