KhmaladzeTest
.rqProcess(formula, data, taus, nullH = "location", ...)
summary.rq
nullH
argument.
The Vhat component is rescaled by the Cholesky
decomposition of the tau specific covariance matrix, the vhat component is
rescaled by the marginal standard errors. The nature of the covariance
matrix used for the standardization is controlled arguments passed via
the ...
argument to summary.rq
. If the full
process is estimated then these covariance options aren't available
and only a simple iid-error form of the covariance matrix is used.KhmaladzeTest