Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression

Zehua Chen

Statistics & Probability Letters, 1996, vol. 29, issue 2, 107-115

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 Lp-quantiles in the non-parametric regression setting is obtained and their application to the testing of symmetry is discussed.

Keywords: Regression; quantile; Conditional; Lp-quantile; Non-parametric; regression; Testing; of; symmetry; Asymptotic; normality (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (17)

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