Conde-Amboage, Mercedes; Sánchez-Sellero, César; … - In: Computational Statistics & Data Analysis 88 (2015) C, pp. 128-138
A new lack-of-fit test for quantile regression models, that is suitable even with high-dimensional covariates, is … covariates. To approximate the critical values of the test, a wild bootstrap mechanism convenient for quantile regression is used …