Unified specification tests in partially linear quantile regression models

DOI10.1016/J.SPL.2024.110243MaRDI QIDQ6650733zbMATH OpenFDO

Authors Xiaojun Song, Zixin Yang

Publication date 9 December 2024

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

Full work available at URL https://doi.org/10.1016/J.SPL.2024.110243

zbMATH Keywords

marked empirical processmultiplier bootstrappartially linear modelquantile regressionspecification tests

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Linear inference, regression (62Jxx) Applications of statistics (62Pxx)

Cites work

• A lack-of-fit test for quantile regression process models
• Bootstrap and wild bootstrap for high dimensional linear models
• EFFICIENT SEMIPARAMETRIC ESTIMATION OF A PARTIALLY LINEAR QUANTILE REGRESSION MODEL
• Goodness-of-fitting for partial linear model with missing response at random
• scientific article; zbMATH DE number 3169866 (Why is no real title available?)
• Model checking techniques for assessing functional form specifications in censored linear regression models
• Nonparametric model checks for regression
• Nonparametric model checks for time series
• Quantile partially linear additive model for data with dropouts and an application to modeling cognitive decline
• Regression Quantiles
• Specification analysis of linear quantile models
• Specification tests of parametric dynamic conditional quantiles
• Weak convergence and empirical processes. With applications to statistics

This page was built for publication: Unified specification tests in partially linear quantile regression models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6650733)