Full metadata record
DC Field | Value | Language |
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dc.contributor.author | Dette, Holger | - |
dc.contributor.author | Marchlewski, Mareen | - |
dc.contributor.author | Wagener, Jens | - |
dc.date.accessioned | 2010-11-10T10:27:11Z | - |
dc.date.available | 2010-11-10T10:27:11Z | - |
dc.date.issued | 2010-11-10 | - |
dc.identifier.uri | http://hdl.handle.net/2003/27463 | - |
dc.identifier.uri | http://dx.doi.org/10.17877/DE290R-15774 | - |
dc.description.abstract | In the common nonparametric regression model Y_i=m(X_i)+sigma(X_i)epsilon_i we consider the problem of testing the hypothesis that the coefficient of the scale and location function is constant. The test is based on a comparison of the observations Y_i=\hat{sigma}(X_i) with their mean by a smoothed empirical process, where \hat{sigma} denotes the local linear estimate of the scale function. We show weak convergence of a centered version of this process to a Gaussian process under the null hypothesis and the alternative and use this result to construct a test for the hypothesis of a constant coefficient of variation in the nonparametric regression model. A small simulation study is also presented to investigate the finite sample properties of the new test. AMS Subject Classi cation: 62G10, 62F35 | en |
dc.language.iso | en | de |
dc.relation.ispartofseries | Discussion Paper / SFB 823;45/2010 | - |
dc.subject | Nonparametric regression | en |
dc.subject | Smoothed empirical process | en |
dc.subject | Test for constant coefficient of variation | en |
dc.subject.ddc | 310 | - |
dc.subject.ddc | 330 | - |
dc.subject.ddc | 620 | - |
dc.title | Testing for a constant coefficient of variation in nonparametric regression | en |
dc.type | Text | de |
dc.type.publicationtype | workingPaper | de |
dcterms.accessRights | open access | - |
Appears in Collections: | Sonderforschungsbereich (SFB) 823 |
Files in This Item:
File | Description | Size | Format | |
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DP_4510_SFB823_dette_marchlewski_wagener.pdf | DNB | 378.25 kB | Adobe PDF | View/Open |
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