Bandwidth selection for power optimality in a test of equality of regression curves

We consider the bandwidth selection in a test of equality of regression curves given by King et al. (1991). We propose two sub-sample methods that determine data-based bandwidths maximizing the power while keeping the asymptotic size of the test to be fixed at a given level. The optimality is proved and some simulation results are presented.

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Year of publication:	1998
Authors:	Kulasekera, K. B. ; Wang, J.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 37.1998, 3, p. 287-293
Publisher:	Elsevier
Keywords:	Kernel estimator Design variables Nonparametric test

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

Persistent link: https://www.econbiz.de/10005254335