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Persistent link: https://www.econbiz.de/10003581882
(determined by the asymptotic theory) is confirmed in simulation experiments for realistic sample sizes. If certain intervals for …
Persistent link: https://www.econbiz.de/10009772058
In this paper D-optimal designs for free knot least squares spline estimation are investigated. In contrast to most of the literature on optimal design for spline regression models it is assumed that the knots of the spline are also estimated from the data, which yields to optimal design...
Persistent link: https://www.econbiz.de/10003385663
In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...
Persistent link: https://www.econbiz.de/10009783010
In a recent paper Speckman et al. (2002) introduced a technique for accounting co-variates when their effects are nonlinear. They proposed a test for a one-sided analysis of covariance which is based on a rank test for the residuals obtained by smoothing the dependent variable on the covariate....
Persistent link: https://www.econbiz.de/10009770528
Persistent link: https://www.econbiz.de/10010408303
We consider the problem of testing hypotheses regarding the covariance matrix of multivariate normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently, several tests have been proposed in the case, where the sample size and dimension are of the same order, that...
Persistent link: https://www.econbiz.de/10010514274
Persistent link: https://www.econbiz.de/10011403969
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...
Persistent link: https://www.econbiz.de/10010296624
In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...
Persistent link: https://www.econbiz.de/10009219858