Bootstrap tests for nonparametric comparison of regression curves with dependent errors

DOI10.1007/s11749-006-0005-yzbMath1119.62033OpenAlexW2061131160MaRDI QIDQ2384663

Wenceslao González Manteiga, José A. Vilar-Fernández, Juan M. Vilar Fernández

Publication date: 10 October 2007

Published in: Test (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2183/860

zbMATH Keywords

nonparametric estimatorsdependent data

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of nonparametric inference (62G20) Nonparametric statistical resampling methods (62G09)

Related Items (10)

A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence ⋮ Testing constancy in monotone response models ⋮ A Nonparametric Poolability Test for Panel Data Models with Cross Section Dependence ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Comparison of quantile regression curves with censored data ⋮ On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves ⋮ Identifying shifts between two regression curves ⋮ Classifying time series data: a nonparametric approach ⋮ A local factor nonparametric test for trend synchronism in multiple time series ⋮ Testing for Trends in High-Dimensional Time Series

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