Testing for Marginal Linear Effects in Quantile Regression

DOI10.1111/RSSB.12258MaRDI QIDQ4607217zbMATH OpenOpenAlexWikidataFDO

Authors Huixia Judy Wang, Ian W. Mckeague, Min Qian

Publication date 13 March 2018

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://europepmc.org/articles/pmc5863930

zbMATH Keywords

bootstrap calibrationinferencemarginal regressionnon-standard asymptoticsquantile regression

Mathematics Subject Classification ID

Bootstrap, jackknife and other resampling methods (62F40) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(18)

• CONDITIONAL MARGINAL TEST FOR HIGH DIMENSIONAL QUANTILE REGRESSION
• Sparsity identification in ultra-high dimensional quantile regression models with longitudinal data
• On Testing the Equality of Mean and Quantile Effects
• Saddlepoint tests for quantile regression
• Threshold Selection in Feature Screening for Error Rate Control
• Consistency of \(p\)-norm based tests in high dimensions: characterization, monotonicity, domination
• A tuning-free efficient test for marginal linear effects in high-dimensional quantile regression
• Communication-efficient distributed estimation for high-dimensional large-scale linear regression
• Empirical likelihood based tests for detecting the presence of significant predictors in marginal quantile regression
• Score-based test in high-dimensional quantile regression for longitudinal data with application to a glomerular filtration rate data
• A General M-estimation Theory in Semi-Supervised Framework
• Bootstrap inference in functional linear regression models with scalar response under heteroscedasticity
• Ultra-high dimensional longitudinal quantile feature screening based on modified Cholesky decomposition
• New approaches for testing slope homogeneity in large panel data models
• Asymptotically-exact selective inference for quantile regression
• Interval quantile correlations with applications to testing high-dimensional quantile effects
• A review of recent advances in high-dimensional quantile regression
• Global group testing and screening with dynamic effects

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