scholarly journals Testing the heteroscedastic error structure in quantile varying coefficient models

2017 ◽  
Vol 46 (2) ◽  
pp. 246-264 ◽  
Author(s):  
Irène Gijbels ◽  
Mohammed A. Ibrahim ◽  
Anneleen Verhasselt
2017 ◽  
Vol 29 (2) ◽  
pp. 391-406
Author(s):  
I. Gijbels ◽  
M. A. Ibrahim ◽  
A. Verhasselt

2018 ◽  
Vol 45 (3) ◽  
pp. 618-643 ◽  
Author(s):  
Mian Huang ◽  
Weixin Yao ◽  
Shaoli Wang ◽  
Yixin Chen

2014 ◽  
Vol 518 ◽  
pp. 356-360
Author(s):  
Chang Qing Liu

By using the empirical likelihood method, a testing method is proposed for longitudinal varying coefficient models. Some simulations and a real data analysis are undertaken to investigate the power of the empirical likelihood based testing method.


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