Testing the heteroscedastic error structure in quantile varying coefficient models

DOI10.1002/CJS.11346MaRDI QIDQ4960916zbMATH OpenOpenAlexFDO

Authors Irène Gijbels, Mohammed Ali Faya Ibrahim, Anneleen Verhasselt

Publication date 24 April 2020

Published in The Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://lirias.kuleuven.be/handle/123456789/601236

zbMATH Keywords

heteroscedasticitylikelihood-ratio testpenalized splinesquantile regressionvarying coefficient models

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Numerical computation using splines (65D07)

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Cited in

(5)

• Automatic search intervals for the smoothing parameter in penalized splines
• Quantile regression in heteroscedastic varying coefficient models
• New efficient and robust estimation in varying-coefficient models with heteroscedasticity
• Shape testing in quantile varying coefficient models with heteroscedastic error
• Hypothesis testing of varying coefficients for regional quantiles

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