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
Publisher:	Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Subject:	Statistischer Test \| Nichtparametrisches Verfahren \| Regression \| Theorie \| Goodness-of-fit \| Local alternative \| Local polynomial regression \| Power \| Smoothing parameter

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Series:	Technical Report ; 2003,22
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	823199967 [GVK] hdl:10419/49367 [Handle] RePEc:zbw:sfb475:200322 [RePEc]
Source:	EconStor

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010306282