| Conditional Lp-quantiles and their application to the testing of symmetry in non-parametric regression | |||||||
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.. Regression quantile Conditional Lp-quantile Non-parametric regression Testing of symmetry Asymptotic normality | |||||||
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