A power comparison between nonparametric regression tests
نویسندگان
چکیده
منابع مشابه
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. MSC : primary 62G10; secondary 62G05, ...
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Proof of (2.17) From (2.10) we have with high probability for large n and uniformly in x and y √ n(F n (x, y) − ˆ F X (x) ˆ G(y)) ≤ α n x, y + log 2 n n − G(y)α n (x, ∞) − ˆ F X (x) α n ∞, y − log 2 n n + 2C log 2 n √ n , √ n(F n (x, y) − ˆ F X (x) ˆ G(y)) ≥ α n x, y − log 2 n n − G(y)α n (x, ∞) − ˆ F X (x) α n ∞, y + log 2 n n − 2C log 2 n √ n. Set V n,0 = √ n(F n − ˆ F X ˆ G). From (2.12) and...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2004
ISSN: 0167-7152
DOI: 10.1016/j.spl.2003.11.005