We propose to smooth the objective function, rather than only the indicator on the check
function, in a linear quantile regression context. Not only does the resulting smoothed …

Chlorophyll a concentration (CHL) is an important proxy of the marine ecological
environment and phytoplankton production. Long-term trends in CHL of the South China …

The paper is concerned with inference for linear models with fixed regressors and weakly
dependent stationary time series errors. Theoretically, we obtain asymptotic normality for the …

This article focuses on the study of lactating sows, where the main interest is the influence of
temperature, measured throughout the day, on the lower quantiles of the daily feed intake …

We propose an econometric environment for structural break detection in nonstationary
quantile predictive regressions. We establish the limit distributions for a class of Wald and …

We construct a generic confidence interval for a conditional quantile via the direct approach.
It avoids estimating the conditional density function of the dependent variable given the …

We establish the asymptotic theory in quantile autoregression when the model parameter is
specified with respect to moderate deviations from the unit boundary of the form (1+ c/k) with …

To estimate a sample quantile's variance, the quantile spacing method involves smoothing
parameter m. When m, n→∞, the corresponding Studentized test statistic is asymptotically N …

This paper proposes tests for equality of the mean regression (MR) and quantile regression
(QR) coefficients. The tests are based on the asymptotic joint distribution of the ordinary least …

This paper makes two main contributions. First, we construct “density-free” confidence
intervals and confidence bands for conditional quantiles in nonparametric and …