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Hotelling tubes, confidence bands and conformal inference

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Persistent link: https://www.econbiz.de/10014329010

Inference on the quantile regression process

Koenker, Roger; Xiao, Zhijie - 2000

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Inference on the quantile regression process

Koenker, Roger; Xiao, Zhijie - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1583-1612

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Unit root quantile autoregression inference

Koenker, Roger; Xiao, Zhijie - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 775-787

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Quantile autoregression

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Inference on the Quantile Regression Process

Koenker, Roger; Xiao, Zhijie - 2000

Tests based on the quantile regression process can be formulated like the classical Kolmogorov-Smirnov and Cramer-von-Mises tests of goodness-of-fit employing the theory of Bessel processes as in Kiefer (1959). However, it is frequently desirable to formulate hypotheses involving unknown...

Persistent link: https://www.econbiz.de/10014151456