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|Title:||Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression|
Testing of symmetry
|Citation:||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|
|Appears in Collections:||Staff Publications|
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