quantreg (version 3.52)

standardize: Function to standardize the quantile regression process

Description

Standardize the rq process prior to Khmaladze transformation.

Usage

standardize(fit, nullH = "location-scale")

Arguments

fit

Object produced by rqProcess

nullH

null hypothesis taking the value "location-scale" or "location"

Value

• Produces a list with several objects understood by khmaladze.test

Details

Compute standardized rq process.

References

Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', Econometrica, 81, 1583--1612.