3 papers
math.ST2022
Testing exogeneity in the functional linear regression model
Manuela Dorn, Melanie Birke, Carsten Jentsch
We propose a novel test statistic for testing exogeneity in the functional linear regression model. In contrast to Hausman-type tests in finite dimensional linear regression setups…
math.ST2016
The independence process in conditional quantile location-scale models and an application to testing for monotonicity
Melanie Birke, Natalie Neumeyer, Stanislav Volgushev
In this paper the nonparametric quantile regression model is considered in a location-scale context. The asymptotic properties of the empirical independence process based on covari…
stat.ME2012
Significance testing in quantile regression
Stanislav Volgushev, Melanie Birke, Holger Dette +1
We consider the problem of testing significance of predictors in multivariate nonparametric quantile regression. A stochastic process is proposed, which is based on a comparison of…