Valid Inference on Multiple Quantile Regressions
Assert that X is numeric or (if categorical) has at most two levels
Assert that the fitted model includes an intercept
Compute weights from error densities
Closed testing for quantile regression
The Imhof method for x=0 and central variables only.
Plot method for quasar objects
Print and summary methods for quasar objects
Rank-score test for quantile regression
Simulate data
Wald-type test for quantile regression
The approach is based on the closed testing procedure to control familywise error rate in a strong sense. The local tests implemented are Wald-type and rank-score. The method is described in De Santis, et al., (2026), <doi:10.48550/arXiv.2511.07999>.