Comparison of error distributions in nonparametric regression

Juan Carlos Pardo-Fernández

Statistics & Probability Letters, 2007, vol. 77, issue 3, 350-356

Abstract: In this paper a procedure to test the equality of error distributions in several nonparametric regression models is introduced. Kolmogorov-Smirnov and Cramer-von Mises-type statistics are proposed and their asymptotic distributions are obtained. A bootstrap mechanism is used to approximate the critical values in practice.

Keywords: Error; distribution; k-Samples; problem; Nonparametric; regression (search for similar items in EconPapers)
Date: 2007
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