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Testing the heteroscedastic error structure in quantile varying coefficient models |
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| Authors: | Irène Gijbels Mohammed A. Ibrahim Anneleen Verhasselt |
| Affiliation: | 1. Department of Mathematics and Leuven Statistics Research Center (LStat), KU Leuven, Belgium;2. Censtat, I‐BioStat, Universiteit Hasselt, Belgium |
| Abstract: | |
| Keywords: | Heteroscedasticity Likelihood‐ratio test penalized splines quantile regression varying coefficient models MSC 2010: Primary 62GXX secondary 62G10 62HXX |