A power comparison between nonparametric regression tests

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through nonasymptotic investigations and finite-sample simulation studies.

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Year of publication:	2004
Authors:	Zhang, Chunming ; Dette, Holger
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 66.2004, 3, p. 289-301
Publisher:	Elsevier
Keywords:	Goodness-of-fit Local alternative Local polynomial regression Power Smoothing parameter

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223967