This function provides significance levels of the Khmaladze Test using a (hard-coded) table of asymptotic critical values.
an object of
trimming value. One of
This function is applied to an object produced by
KhmaladzeTest. The Khmaladze test is used to test for location–shift and location-scale–shift hypotheses (Koenker, 2005). The test statistic is computed over the interval [epsilon, 1 - epsilon], where epsilon is the trimming value.
Appendix B in Koenker R. Quantile regression. New York, NY: Cambridge University Press; 2005.
Koenker R. and Xiao Z. Inference on the quantile regression process. Avalilable at http://www.econ.uiuc.edu/~roger/research/inference/khmal6ap.pdf.
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