Testing for additivity in nonparametric quantile regression

Holger Dette; Matthias Guhlich; Natalie Neumeyer

doi:10.1007/s10463-014-0461-1

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Testing for additivity in nonparametric quantile regression

Holger Dette Matthias Guhlich Natalie Neumeyer

Year: 2014 Journal: Annals of the Institute of Statistical Mathematics Vol: 67 (3)Pages: 437-477 Publisher: Springer Science+Business Media

DOI: 10.1007/s10463-014-0461-1

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Keywords:

Mathematics Nonparametric statistics Quantile Statistics Quantile regression Test statistic Asymptotic distribution Additive function Null hypothesis Nonparametric regression Statistic Econometrics Statistical hypothesis testing Nominal level Null (SQL) Estimator Data mining Confidence interval Computer science

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Statistical Methods and Inference

Physical Sciences → Mathematics → Statistics and Probability

Advanced Statistical Methods and Models

Physical Sciences → Mathematics → Statistics and Probability

Optimal Experimental Design Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Testing for additivity in nonparametric quantile regression

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