Testing linearity against threshold effects: uniform inference in quantile regression
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Publication:744003
DOI10.1007/S10463-013-0418-9zbMATH Open1334.62061OpenAlexW2166447278MaRDI QIDQ744003FDOQ744003
Jose Olmo, Kengo Kato, Gabriel Montes-Rojas, Antonio F. Galvao
Publication date: 2 October 2014
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/12036/10/QTR50.pdf
Recommendations
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Order statistics; empirical distribution functions (62G30)
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Cited In (17)
- A note on regression kink model
- Bent-cable quantile regression model
- Single-index Thresholding in Quantile Regression
- Composite quantile estimation for kink model with longitudinal data
- Composite change point estimation for bent line quantile regression
- Testing for a unit root in a nonlinear quantile autoregression framework
- Shrinkage quantile regression for panel data with multiple structural breaks
- Spatial cluster detection with threshold quantile regression
- Quantile Regression on Quantile Ranges - A Threshold Approach
- Estimating impulse-response functions for macroeconomic models using directional quantiles
- Threshold effect test in censored quantile regression
- HAC Covariance Matrix Estimation in Quantile Regression
- Discriminant analysis by quantile regression with application on the climate change problem
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- Common threshold in quantile regressions with an application to pricing for reputation
- Testing for Threshold Effects in Regression Models
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
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