Ontology highlight
ABSTRACT:
SUBMITTER: Wang HJ
PROVIDER: S-EPMC5863930 | biostudies-literature | 2018 Mar
REPOSITORIES: biostudies-literature
Wang Huixia Judy HJ McKeague Ian W IW Qian Min M
Journal of the Royal Statistical Society. Series B, Statistical methodology 20171023 2
This paper develops a new marginal testing procedure to detect the presence of significant predictors associated with the conditional quantiles of a scalar response. The idea is to fit the marginal quantile regression on each predictor one at a time, and then base the test on the <i>t</i>-statistics associated with the most predictive predictors. A resampling method is devised to calibrate this test statistic, which has non-regular limiting behavior due to the selection of the most predictive va ...[more]