An Omnibus Test When Using a Regression Estimator With Multiple Predictors

An Omnibus Test When Using a Regression Estimator With Multiple Predictors

Nonparametric Kernel Regression with Multiple Predictors and Multiple Shape Constraints

Nonparametric smoothing under shape constraints has recently received much well-deserved attention. Powerful methods have been proposed for imposing a single shape constraint such as monotonicity and concavity on univariate functions. In this paper, we extend the monotone kernel regression method in Hall and Huang (2001) to the multivariate and multi-constraint setting. We impose equality and/o...

A Heteroscedastic Method for Comparing Regression Lines at Specified Design Points When Using a Robust Regression Estimator.

It is well known that the ordinary least squares (OLS) regression estimator is not robust. Many robust regression estimators have been proposed and inferential methods based on these estimators have been derived. However, for two independent groups, let θj (X) be some conditional measure of location for the jth group, given X, based on some robust regression estimator. An issue that has not bee...

Wavelet Threshold Estimator of Semiparametric Regression Function with Correlated Errors

Wavelet analysis is one of the useful techniques in mathematics which is used much in statistics science recently. In this paper, in addition to introduce the wavelet transformation, the wavelet threshold estimation of semiparametric regression model with correlated errors with having Gaussian distribution is determined and the convergence ratio of estimator computed. To evaluate the wavelet th...

A Robust Test for Omnibus Alternatives

For simultaneous testing for differences in location, scale, symmetry (or skewness) and tailweight between two unknown continuous distribution functions, a statistic V is proposed. Its quantiles are estimated by the bias-corrected bootstrap. Monte Carlo studies show that the V -test tends to be more robust than its competitor. Asymptotics to justify the use of the bootstrap are presented. The m...