کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
6869609 681506 2015 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A lack-of-fit test for quantile regression models with high-dimensional covariates
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A lack-of-fit test for quantile regression models with high-dimensional covariates
چکیده انگلیسی
A new lack-of-fit test for quantile regression models, that is suitable even with high-dimensional covariates, is proposed. The test is based on the cumulative sum of residuals with respect to unidimensional linear projections of the covariates. To approximate the critical values of the test, a wild bootstrap mechanism convenient for quantile regression is used. An extensive simulation study was undertaken that shows the good performance of the new test, particularly when the dimension of the covariate is high. The test can also be applied and performs well under heteroscedastic regression models. The test is illustrated with real data about the economic growth of 161 countries.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 88, August 2015, Pages 128-138
نویسندگان
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