Hypothesis testing of varying coefficients for regional quantiles

DOI10.1016/J.CSDA.2021.107204MaRDI QIDQ830106zbMATH OpenOpenAlexFDO

Authors Seyoung Park, Eun Ryung Lee

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3703310 (Why is no real title available?)
• scientific article; zbMATH DE number 472973 (Why is no real title available?)
• Backfitting and smooth backfitting in varying coefficient quantile regression
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• Component selection in additive quantile regression models
• Composite quantile regression and the oracle model selection theory
• Dantzig-type penalization for multiple quantile regression with high dimensional covariates
• Functional-Coefficient Autoregressive Models
• Functional-Coefficient Regression Models for Nonlinear Time Series
• Global nonparametric estimation of conditional quantile functions and their derivatives
• Goodness of Fit and Related Inference Processes for Quantile Regression
• Hypothesis testing for regional quantiles
• Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
• Model Selection via Bayesian Information Criterion for Quantile Regression Models
• New efficient estimation and variable selection methods for semiparametric varying-coefficient partially linear models
• Nonparametric quantile estimations for dynamic smooth coefficient models
• On parameters of increasing dimensions
• Quantile regression with varying coefficients
• Quantile regression.
• Regression Quantiles
• Significance testing in quantile regression
• Statistical estimation in varying coefficient models
• Statistical methods with varying coefficient models
• Varying Coefficient Regression Models: A Review and New Developments

Cited in

(7)

• Hypothesis testing for varying coefficient models in tail index regression
• Different approximation for regionalized variables
• Hypothesis testing for regional quantiles
• 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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