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A power comparison between nonparametric regression tests

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Author Info
Zhang, Chunming
Dette, Holger
Abstract

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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Article provided by Elsevier in its journal Statistics & Probability Letters.

Volume (Year): 66 (2004)
Issue (Month): 3 (February)
Pages: 289-301
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Handle: RePEc:eee:stapro:v:66:y:2004:i:3:p:289-301

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Keywords: Goodness-of-fit Local alternative Local polynomial regression Power Smoothing parameter;

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  1. Gao, Jiti & Gijbels, Irene, 2005. "Bandwidth selection for nonparametric kernel testing," MPRA Paper 11982, University Library of Munich, Germany, revised Jun 2007. [Downloadable!]
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This page was last updated on 2009-12-3.

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