Robust Test Based on Nonlinear Regression Quantile Estimators

Choi, Seunghoe; Kim, Kyung Joong; Lee, Myung-Sook

doi:10.4134/ckms.2005.20.1.145

Cited by 2 publications

(2 citation statements)

References 5 publications

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“…Recently, He and Zhu (2003) proposed an omnibus lack-of-fit test for linear or nonlinear quantile regression based on a cusum process of the gradient vector. Choi et al (2005) considered the problem of testing statistical hypotheses for unknown parameters in nonlinear regression models and propose three asymptotically equivalent tests based on regression quantiles estimators, which are Wald test, Lagrange Multiplier Downloaded by [New York University] at 11:46 27 July 2015 test and Likelihood Ratio test. developed a permutation test for linear quantile regression.…”

Section: Introductionmentioning

confidence: 99%

Generalized Analysis-of-variance-type Test for the Single-index Quantile Model

Jiang

Zhou

Qian

2015

Communications in Statistics - Theory and Methods

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In this paper, we are concerned with a test for the index parameter and index function in the single-index model. Based on the estimates obtained by the quantile regression, we extend the generalized analysis-of-variance-type test to the single-index model. We investigate the asymptotic behavior of the proposed test and demonstrate that its limiting null distribution follows an asymptotically χ 2 -distribution. The simulation studies and real data applications are conducted to illustrate the finite sample performance of the proposed methods .

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Section: Introductionmentioning

confidence: 99%

Generalized Analysis-of-variance-type Test for the Single-index Quantile Model

Jiang

Zhou

Qian

2015

Communications in Statistics - Theory and Methods

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“…For a complete overview on quantile method, we refer the reader to book of Koenker (2005). Properties of a nonlinear quantile model are studied also in the papers Chen et al (2013), Choi et al (2005), Oberhofer and Haupt (2014).…”

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confidence: 99%

Estimation in a change-point non linear quantile model

Ciuperca

2016

Communications in Statistics - Theory and Methods

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This paper considers a nonlinear quantile model with change-points. The quantile estimation method, which as a particular case includes median model, is more robust with respect to other traditional methods when model errors contain outliers. Under relatively weak assumptions, the convergence rate and asymptotic distribution of change-point and of regression parameter estimators are obtained. Numerical study by Monte Carlo simulations shows the performance of the proposed method for nonlinear model with change-points.

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Robust Test Based on Nonlinear Regression Quantile Estimators

Cited by 2 publications

References 5 publications

Generalized Analysis-of-variance-type Test for the Single-index Quantile Model

Generalized Analysis-of-variance-type Test for the Single-index Quantile Model

Estimation in a change-point non linear quantile model

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