A power comparison between nonparametric regression tests.

DOI10.1016/j.spl.2003.11.005zbMath1102.62049OpenAlexW2003330298MaRDI QIDQ1427716

Chunming Zhang, Dette, Holger

Publication date: 14 March 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2003.11.005

zbMATH Keywords

PowerGoodness-of-fitLocal alternativeLocal polynomial regressionSmoothing parameter

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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• A consistent test for the functional form of a regression based on a difference of variance estimators
• Generalized likelihood ratio statistics and Wilks phenomenon
• Testing additivity in generalized nonparametric regression models with estimated parameters
• Testing additivity by kernel-based methods -- what is a reasonable test?

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