A nonparametric model checking test for functional linear composite quantile regression models

DOI10.1007/S11424-024-3169-1zbMATH Open1544.62242MaRDI QIDQ6595057FDOQ6595057

Authors Li-Li Xia, Jiang Du, Zhongzhan Zhang 

Publication date 29 August 2024

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

functional datanonparametric testquadratic formcomposite quantile regressionconsistent test

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Functional data analysis (62R10)

Recommendations

• Checking the adequacy of functional linear quantile regression model
• Model checks for functional linear regression models based on projected empirical processes
• Testing in linear composite quantile regression models
• Testing the goodness-of-fit of a linear model in nonparametric regression

Cites Work

• A simple framework for nonparametric specification testing
• Advanced algorithms for penalized quantile and composite quantile regression
• Checking nonparametric component for partial linear regression model with missing response
• Checking the adequacy of functional linear quantile regression model
• Composite quantile estimation in partial functional linear regression model based on polynomial spline
• Composite quantile estimation in partial functional linear regression model with dependent errors
• Composite quantile regression and the oracle model selection theory
• Estimation in functional linear quantile regression
• Functional limit theorems for random quadratic forms
• Functional quadratic regression
• Functional single-index composite quantile regression
• Goodness-of-fit tests for the functional linear model based on randomly projected empirical processes
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• NONPARAMETRIC REGRESSION ON FUNCTIONAL DATA: INFERENCE AND PRACTICAL ASPECTS
• Nonparametric kernel regression estimation for functional stationary ergodic data: Asymptotic properties
• Oracle model selection for nonlinear models based on weighted composite quantile regression
• Regression Quantiles
• Several Tests for Model Specification in the Presence of Alternative Hypotheses
• Testing for lack-of-fit in functional regression models against general alternatives
• Testing for the significance of functional covariates
• Testing independence and goodness-of-fit jointly for functional linear models
• Weighted composite quantile regression estimation and variable selection for varying coefficient models with heteroscedasticity

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