A powerful test for comparing multiple regression functions

DOI10.1080/10485252.2012.677842zbMath1284.62263OpenAlexW2080060698WikidataQ36305898 ScholiaQ36305898MaRDI QIDQ3145383

Arnab Maity

Publication date: 20 December 2012

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc3467155

zbMATH Keywords

bootstrapkernel regressionnonparametric regressionlocal likelihoodcomparison of regression functionsgeneralised likehood ratio

Mathematics Subject Classification ID

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

Related Items (1)

Identifying shifts between two regression curves

Cites Work

• A central limit theorem for generalized quadratic forms
• Nonparametric comparison of regression curves: An empirical process approach
• Testing the equality of nonparametric regression curves
• Generalized likelihood ratio statistics and Wilks phenomenon
• Nonparametric inference with generalized likelihood ratio tests (With comments and rejoinder)
• Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
• Nonparametric Inferences for Additive Models

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