Concepedia

A lack-of-fit test for quantile regression models with high-dimensional covariates

Mercedes Conde‐Amboage, César Sánchez-Sellero, Wenceslao González–Manteiga

Computational Statistics & Data Analysis · 2015 · 22 citations · 17 references

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References

17

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

, , +4

Goodness of Fit and Related Inference Processes for Quantile Regression

Roger Koenker, José A. F. Machado · Journal of the American Statistical Association · 1999 · 1.4K citations

, , +16

Bootstrap and Wild Bootstrap for High Dimensional Linear Models

Enno Mammen · The Annals of Statistics · 1993 · 895 citations · Full text

, , +16

Nonparametric model checks for regression

Winfried Stute · The Annals of Statistics · 1997 · 531 citations · Full text

, , +16

A consistent test of functional form via nonparametric estimation techniques

John Xu Zheng · Journal of Econometrics · 1996 · 492 citations

, , +8