Arbeitspapier
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.
- Language
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Englisch
- Bibliographic citation
-
Series: Technical Report ; No. 2003,22
- Subject
-
Goodness-of-fit
Local alternative
Local polynomial regression
Power
Smoothing parameter
Statistischer Test
Nichtparametrisches Verfahren
Regression
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Zhang, Chunming
Dette, Holger
- Event
-
Veröffentlichung
- (who)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (where)
-
Dortmund
- (when)
-
2003
- Handle
- Last update
- 10.03.2025, 11:44 AM CET
Data provider
This object is provided by:
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Zhang, Chunming
- Dette, Holger
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Time of origin
- 2003
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