Various Approaches to Szroeter’s Test for Regression Quantiles

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F17%3A00489955" target="_blank" >RIV/67985556:_____/17:00489955 - isvavai.cz</a>

Alternative codes found

RIV/67985807:_____/17:00489088

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Various Approaches to Szroeter’s Test for Regression Quantiles

Original language description

Regression quantiles represent an important tool for regression analysis popular in econometric applications, for example for the task of detecting heteroscedasticity in the data. Nevertheless, they need to be accompanied by diagnostic tools for verifying their assumptions. The paper is devoted to heteroscedasticity testing for regression quantiles, while their most important special case is commonly denoted as the regression median. Szroeter’s test, which is one of available heteroscedasticity tests for the least squares, is modified here for the regression median in three different ways: (1) asymptotic test based on the asymptotic representation for regression quantiles, (2) permutation test based on residuals, and (3) exact approximate test, which has a permutation character and represents an approximation to an exact test. All three approaches can be computed in a straightforward way and their principles can be extended also to other heteroscedasticity tests. The theoretical results are expected to be extended to other regression quantiles and mainly to multivariate quantiles.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

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OECD FORD branch

10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project

<a href="/en/project/GA17-07384S" target="_blank" >GA17-07384S: Nonparametric (statistical) methods in modern econometrics</a><br>

Continuities

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year

2017

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Proceedings of the 11th International Scientific Conference INPROFORUM: Innovations, Enterprises, Regions and Management

ISBN

978-80-7394-667-8

ISSN

2336-6788

e-ISSN

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Number of pages

5

Pages from-to

361-365

Publisher name

University of South Bohemia in České Budějovice

Place of publication

České Budějovice

Event location

České Budějovice

Event date

Nov 9, 2017

Type of event by nationality

EUR - Evropská akce

UT code for WoS article

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