Hypothesis testing of varying coefficients for regional quantiles

DOI10.1016/J.CSDA.2021.107204OpenAlexW3133973719MaRDI QIDQ830106FDOQ830106

Eun Ryung Lee, Seyoung Park

Publication date: 7 May 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2021.107204

Recommendations

• Hypothesis testing for regional quantiles
• Shape testing in quantile varying coefficient models with heteroscedastic error
• Testing the heteroscedastic error structure in quantile varying coefficient models
• Testing the constancy in varying-coefficient regression models
• Inference for high-dimensional varying-coefficient quantile regression

zbMATH Keywords

hypothesis testcomposite quantile regressionmultiple quantilesbivariate B-splineregional quantilesvarying coefficient quantile regression

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Regression Quantiles
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• Statistical estimation in varying coefficient models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
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• Functional-Coefficient Regression Models for Nonlinear Time Series
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Functional-Coefficient Autoregressive Models
• Statistical methods with varying coefficient models
• Composite quantile regression and the oracle model selection theory
• Quantile regression with varying coefficients
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• Bivariate tensor-product \(B\)-splines in a partly linear model
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Nonparametric Quantile Estimations for Dynamic Smooth Coefficient Models
• Varying Coefficient Regression Models: A Review and New Developments
• Component selection in additive quantile regression models
• On parameters of increasing dimensions
• Backfitting and smooth backfitting in varying coefficient quantile regression
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates
• Significance testing in quantile regression
• Hypothesis testing for regional quantiles

Cited In (5)

• Different approximation for regionalized variables
• Varying-coefficients for regional quantile via KNN-based LASSO with applications to health outcome study
• Penalized kernel quantile regression for varying coefficient models
• Quantile forward regression for high-dimensional survival data
• Regime Variance Testing --- a Quantile Approach

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