A power comparison between nonparametric regression tests

Chunming Zhang and Holger Dette

Statistics & Probability Letters, 2004, vol. 66, issue 3, 289-301

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 nonasymptotic investigations and finite-sample simulation studies.

Keywords: Goodness-of-fit; Local; alternative; Local; polynomial; regression; Power; Smoothing; parameter (search for similar items in EconPapers)
Date: 2004
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Citations: View citations in EconPapers (12)

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