We consider several variants of a likelihood-ratio process for quantile regression designed to test composite hypotheses about the combined influence of several covariates over an entire range of conditional quantile functions. A closely related process is proposed as a goodness-of-fit criterion...

In this paper we analyze data for each Division I National Collegiate Athletic Association (NCAA) school on academic characteristics, athletic characteristics, and graduation rates. Three groups of athletes are studied: male football players, male basketball players, and female basketball...

Quantile regression has emerged as an essential statistical tool of contemporary empirical economics and biostatistics. Complementing classical least squares regression methods which are designed to estimate conditional mean models, quantile regression provides an ensemble of techniques for...

The issue of compatibility of athletics and academics has led to much concern over the observed disparity in graduation rates of scholarship athletes across institutions. It is ironic that no one mentions that graduation rates for nonathletes also vary dramatically across campuses. Our approach...

Conditional quantile estimation is an essential ingredient in modern risk management. Although GARCH processes have proven highly successful in modeling financial data it is generally recognized that it would be useful to consider a broader class of processes capable of representing more...

Parametric copulas are shown to be attractive devices for specifying quantile autoregressive models for nonlinear time-series. Estimation of local, quantile-specific copula-based time series models offers some salient advantages over classical global parametric approaches. Consistency and...