Testing for additivity in nonparametric quantile regression

Link:
Autor/in:
Erscheinungsjahr:
2015
Medientyp:
Text
Schlagworte:
  • Variable selection
  • Quantile regression
  • Composite quantile
  • Estimator
  • Models
  • Variable Selection
  • Variable selection
  • Quantile regression
  • Composite quantile
  • Estimator
  • Models
  • Variable Selection
Beschreibung:
  • In this article, we propose a new test for additivity in nonparametric quantile regression with a high-dimensional predictor. Asymptotic normality of the corresponding test statistic (after appropriate standardization) is established under the null hypothesis, local and fixed alternatives. We also propose a bootstrap procedure which can be used to improve the approximation of the nominal level for moderate sample sizes. The methodology is also illustrated by means of a small simulation study, and a data example is analyzed.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

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Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/9ddf3cb7-b3fb-4616-97ac-d2a6ddd218de