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A Lack-of-Fit Test for Quantile Regression

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  • He X.
  • Zhu L-X.

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  • He X. & Zhu L-X., 2003. "A Lack-of-Fit Test for Quantile Regression," Journal of the American Statistical Association, American Statistical Association, vol. 98, pages 1013-1022, January.
    • Handle: RePEc:bes:jnlasa:v:98:y:2003:p:1013-1022
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    References listed on IDEAS

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    1. Wooldridge, Jeffrey M., 1992. "A Test for Functional Form Against Nonparametric Alternatives," Econometric Theory, Cambridge University Press, vol. 8(4), pages 452-475, December.
    2. Zhao, Quanshui, 2001. "Asymptotically Efficient Median Regression In The Presence Of Heteroskedasticity Of Unknown Form," Econometric Theory, Cambridge University Press, vol. 17(4), pages 765-784, August.
    3. Horowitz J.L. & Spokoiny V.G., 2002. "An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 822-835, September.
    4. Enno Mammen, "undated". "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.
    5. X. He & P. Ng & S. Portnoy, 1998. "Bivariate quantile smoothing splines," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 60(3), pages 537-550.
    6. Zheng, John Xu, 1998. "A Consistent Nonparametric Test Of Parametric Regression Models Under Conditional Quantile Restrictions," Econometric Theory, Cambridge University Press, vol. 14(1), pages 123-138, February.
    7. Koenker, Roger & Park, Beum J., 1996. "An interior point algorithm for nonlinear quantile regression," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 265-283.
    8. Yatchew, Adonis John, 1992. "Nonparametric Regression Tests Based on Least Squares," Econometric Theory, Cambridge University Press, vol. 8(4), pages 435-451, December.
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