“…In this work, we aim to perform model testing in quantile regression, and we use sufficient dimension reduction (SDR) to circumvent the curse of dimensionality in multivariate nonparametric estimation. For the application of SDR in mean regression, we refer the reader to Guo, Wang, and Zhu (2016), Niu, Guo, and Zhu (2018), and Tan and Zhu (2019) for more details. Readers can refer to an overview of model checking under the mean regression framework in Guo and Zhu (2017).…”