A note on one-sided nonparametric analysis of covariance by ranking residuals

Natalie Neumeyer; Holger Dette

In a recent paper Speckman et al. (2002) introduced a technique for accounting co-variates when their effects are nonlinear. They proposed a test for a one-sided analysis of covariance which is based on a rank test for the residuals obtained by smoothing the dependent variable on the covariate. In this paper we study some of the asymptotic properties of this test and a modifications of the test which try to take into account different sizes of the variances in both samples.

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Year of publication:	2002
Authors:	Neumeyer, Natalie ; Dette, Holger
Publisher:	Dortmund : SFB 475, Universität Dortmund
Subject:	Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Ranking-Verfahren \| Ranking method \| Korrelation \| Correlation \| Varianzanalyse \| Analysis of variance