Testing linearity against threshold effects: uniform inference in quantile regression
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Publication:744003
DOI10.1007/s10463-013-0418-9zbMath1334.62061OpenAlexW2166447278MaRDI QIDQ744003
Jose Olmo, Kengo Kato, Antonio F. jun. Galvao, Gabriel V. Montes-Rojas
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
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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