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math.ST2012★ 1 cited
Censored quantile regression processes under dependence and penalization
Stanislav Volgushev, Jens Wagener, Holger Dette
We consider quantile regression processes from censored data under dependent data structures and derive a uniform Bahadur representation for those processes. We also consider cases…
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…