Let (<italic>X</italic>₁, <italic>Y</italic>₁), …, (<italic>X</italic>, <italic>Y</italic>) be independent and identically distributed random variables and let <italic>l</italic>(<italic>x</italic>) be the unknown <italic>p</italic>-quantile regression curve of <italic>Y</italic> conditional on <italic>X</italic>. A quantile smoother <italic>l</italic>(<italic>x</italic>) is a localized, nonlinear estimator of <italic>l</italic>(<italic>x</italic>). The strong uniform consistency rate is established under...

This paper proposes a nonparametric test of Granger causality in quantile. Zheng (1998, <italic>Econometric Theory</italic> 14, 123–138) studied the idea to reduce the problem of testing a quantile restriction to a problem of testing a particular type of mean restriction in independent data. We extend...