Please use this identifier to cite or link to this item: https://doi.org/10.1016/0167-7152(95)00163-8
Title: Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression
Authors: Chen, Z. 
Keywords: Asymptotic normality
Conditional Lp-quantile
Non-parametric regression
Regression quantile
Testing of symmetry
Issue Date: 30-Aug-1996
Source: Chen, Z. (1996-08-30). Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression. Statistics and Probability Letters 29 (2) : 107-115. ScholarBank@NUS Repository. https://doi.org/10.1016/0167-7152(95)00163-8
Abstract: The idea of using regression quantiles to test symmetry in a linear regression model is generalized to the non-parametric regression setting. The properties of the Lp-quantiles, defined through an asymmetric Lp-loss function, are derived. The asymptotic normality of the kernel estimates of the conditional Pp-quantiles in the non-parametric regression setting is obtained and their application to the testing of symmetry is discussed.
Source Title: Statistics and Probability Letters
URI: http://scholarbank.nus.edu.sg/handle/10635/103035
ISSN: 01677152
DOI: 10.1016/0167-7152(95)00163-8
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