A two-sample test for the error distribution in nonparametric regression based on the characteristic function

DOI10.1007/s00362-017-0878-8zbMath1432.62107OpenAlexW2582237528MaRDI QIDQ2010800

G. I. Rivas-Martínez, Juan Luis Moreno-Rebollo, M. Dolores Jiménez-Gamero

Publication date: 28 November 2019

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-017-0878-8

zbMATH Keywords

consistencyweighted bootstrapempirical characteristic functiontwo-sample problemregression residuals

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Nonparametric statistical resampling methods (62G09)

Related Items (5)

Testing the equality of a large number of populations ⋮ Computationally efficient approximations for independence tests in non-parametric regression ⋮ A weighted bootstrap approximation for comparing the error distributions in nonparametric regression ⋮ Weighted bootstrap for two-sample \(U\)-statistics ⋮ Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing

Uses Software

• R
• sm

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