Threshold effect test in censored quantile regression

DOI10.1016/J.SPL.2015.05.019MaRDI QIDQ894590zbMATH OpenOpenAlexFDO

Authors Yanlin Tang, Xin-Yuan Song, Zhongyi Zhu

Publication date 1 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.05.019

zbMATH Keywords

hypothesis testingrandom censoringcovariate-thresholdinverse-censoring-probability-weighted quantile regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of nonparametric inference (62G20) Linear regression; mixed models (62J05) Censored data models (62N01) Asymptotic properties of parametric tests (62F05) Functional limit theorems; invariance principles (60F17)

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Cites work

• scientific article; zbMATH DE number 48093 (Why is no real title available?)
• A Lack-of-Fit Test for Quantile Regression
• A nonparametric approach for multiple change point analysis of multivariate data
• Bayesian random-effects threshold regression with application to survival data with nonproportional hazards
• Bent line quantile regression with application to an allometric study of land mammals' speed and mass
• Competing risks quantile regression
• Estimating structural changes in regression quantiles
• Locally weighted censored quantile regression
• Median Regression with Censored Cost Data
• Nonparametric maximum likelihood approach to multiple change-point problems
• On asymptotic distribution theory in segmented regression problems - identified case
• Quantile regression.
• Regression Quantiles
• Standard errors and covariance matrices for smoothed rank estimators
• Testing for Regime Switching
• Testing for Threshold Effects in Regression Models
• Testing for change points due to a covariate threshold in quantile regression
• Testing for parameter stability in quantile regression models
• Testing for structural change in regression quantiles
• Testing linearity against threshold effects: uniform inference in quantile regression
• Threshold effects in non-dynamic panels: Estimation, testing, and inference
• Threshold quantile autoregressive models
• Variance estimation in censored quantile regression via induced smoothing

Cited in

(5)

• Testing for change points in censored quantile regression models
• Spatial cluster detection with threshold quantile regression
• Common threshold in quantile regressions with an application to pricing for reputation
• Testing linearity against threshold effects: uniform inference in quantile regression
• Testing for Threshold Effects in Regression Models

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Uses Software

• cmprskQR

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