Lack-of-fit tests for quantile regression models
The paper novelly transforms lack-of-fit tests for parametric quantile regression models into checking the equality of two conditional distributions of covariates. Accordingly, by applying some successful two-sample test statistics in the literature, two tests are constructed to check the lack of fi...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 81(2019), 3, Seite 629-648 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2019
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
| Online verfügbar |
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