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 non-asymptotic investigations and finite-sample simulation studies.

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Year of publication:	2003
Authors:	Zhang, Chunming ; Dette, Holger
Institutions:	Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
Subject:	Goodness-of-fit \| Local alternative \| Local polynomial regression \| Power \| Smoothing parameter

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Extent:	application/pdf
Series:	Technical Reports.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 2003,22
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009295166