EconPapers    
Economics at your fingertips  
 

Testing the equality of nonparametric regression curves

Miguel Delgado ()

Statistics & Probability Letters, 1993, vol. 17, issue 3, 199-204

Abstract: This paper proposes a test for the equality of nonparametric regression curves that does not depend on the choice of a smoothing number. The test statistic resembles in spirit the Kolmogorov-Smirnov statistic and it is easy to compute. It is powerful under alternatives that converge to the null hypothesis at a rate n-1/2. The disturbance distributions are arbitrary and possibly unequal, and conditions on the regressors distribution are very mild. A Monte Carlo study illustrates the performance of the test in small and moderate samples. We also study extensions to multiple regression, and test the equality of several regression curves.

Keywords: Nonparametric; testing; weighted; empirical; process; Donsker's; invariance; principle; Brownian; motion; local; alternatives (search for similar items in EconPapers)
Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (23) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(93)90167-H
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

 
Page updated 2019-09-25
Handle: RePEc:eee:stapro:v:17:y:1993:i:3:p:199-204