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Nonparametric comparison of regression curves by local linear fitting

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dc.contributor.authorGorgens, Jakob (Tue)
dc.date.accessioned2015-12-13T22:30:54Z
dc.date.issued2002
dc.date.updated2015-12-11T08:57:51Z
dc.description.abstractThis paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power.
dc.identifier.issn0167-7152
dc.identifier.urihttp://hdl.handle.net/1885/75055
dc.publisherElsevier
dc.sourceStatistics and Probability Letters
dc.subjectKeywords: Bias correction; Local polynomial fitting; Nonparametric testing
dc.titleNonparametric comparison of regression curves by local linear fitting
dc.typeJournal article
local.bibliographicCitation.issue1
local.bibliographicCitation.lastpage89
local.bibliographicCitation.startpage81
local.contributor.affiliationGorgens, Jakob (Tue), College of Business and Economics, ANU
local.contributor.authoruidGorgens, Jakob (Tue), u4033205
local.description.embargo2037-12-31
local.description.notesImported from ARIES
local.description.refereedYes
local.identifier.absfor140302 - Econometric and Statistical Methods
local.identifier.ariespublicationMigratedxPub4444
local.identifier.citationvolume60
local.identifier.doi10.1016/S0167-7152(02)00283-3
local.identifier.scopusID2-s2.0-0036839349
local.type.statusPublished Version

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