Bandwidth selection for power optimality in a test of equality of regression curves

K. B. Kulasekera and J. Wang

Statistics & Probability Letters, 1998, vol. 37, issue 3, 287-293

Abstract: We consider the bandwidth selection in a test of equality of regression curves given by King et al. (1991). We propose two sub-sample methods that determine data-based bandwidths maximizing the power while keeping the asymptotic size of the test to be fixed at a given level. The optimality is proved and some simulation results are presented.

Keywords: Kernel; estimator; Design; variables; Nonparametric; test (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (3)

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