https://github.com/cran/quantreg
Tip revision: d90516ef8fb8d7c848eb685f443359b2a267a100 authored by Roger Koenker on 18 September 2004, 00:00:00 UTC
version 3.52
version 3.52
Tip revision: d90516e
khmaladzize.Rd
\name{khmaladzize}
\alias{khmaladzize}
\title{ Function to compute Khmaladze Transformation}
\description{
Function to compute the recursive least squares transformation
of the quantile regression process for the \code{\link{khmaladze.test}} procedure.
}
\usage{
khmaladzize(tau, atau, Z, nullH)
}
\arguments{
\item{tau}{ quantiles specified in the fitted model}
\item{atau}{ xbar'betahat(tau) at these quantiles}
\item{Z}{ full rq process}
\item{nullH}{ either "location-scale"
or "location" null hypothesis}
}
\details{
Uses adaptive kernel density estimation akj() to estimate score functions.
}
\value{
Returns transformed Z process.
}
\references{
Koenker, Roger and Zhijie Xiao (2001), "Inference on the Quantile
Regression Process'', \textit{Econometrica}, 81, 1583--1612. <URL:
http://www.econ.uiuc.edu/~roger/research/inference/inference.html>
}
\author{R. Koenker }
\seealso{ \code{\link{khmaladze.test}}}
\keyword{htest}