Authors: Dette, Holger
Zhang, Chunming
Title: A Power Comparison Between Nonparametric Regression Tests
Language (ISO): en
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 non-asymptotic investigations and finite-sample simulation studies.
Subject Headings: goodness-of-fit
local alternative
local polynomial regression
power
smoothing parameter
URI: http://hdl.handle.net/2003/4984
http://dx.doi.org/10.17877/DE290R-5479
Issue Date: 2003
Publisher: Universitätsbibliothek Dortmund
Appears in Collections:Sonderforschungsbereich (SFB) 475

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