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The purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in … nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that … maximum likelihood statistic from a heteroscedastic one way ANOVA to the context of nonparametric regression. The maximum …
Persistent link: https://www.econbiz.de/10010296611
common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that … linear and nonparametric regression models. …
Persistent link: https://www.econbiz.de/10010296621
We describe how to test the null hypothesis that errors from two parametrically specified regression models have the …
Persistent link: https://www.econbiz.de/10010296667
regression functions and proved asymptotic normality. We explain two modifications of their method that can be used to obtain …
Persistent link: https://www.econbiz.de/10010296696
Imagine we have two different samples and are interested in doing semi- or nonparametric regression analysis in each of … covariate has different impacts on the regression curve in these two samples. So we compare regression curves of different … samples but being interested in specific differences instead of testing for equality of the whole regression function. Our …
Persistent link: https://www.econbiz.de/10010306253
For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test …
Persistent link: https://www.econbiz.de/10010306258
In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by … the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as … construct a density estimate from the estimated values ˆm(i/N) (i = 1, . . . ,N) of the regression function to use these “data …
Persistent link: https://www.econbiz.de/10010306273
In the classical linear regression model the problem of testing for symmetry of the error distribution is considered …
Persistent link: https://www.econbiz.de/10010306280
The aim of this paper is to show that existing estimators for the error distribution in nonparametric regression models … stochastic expansions for smooth linear estimators based on residuals from the nonparametric regression model. …
Persistent link: https://www.econbiz.de/10003358258
Persistent link: https://www.econbiz.de/10008839878