✦ LIBER ✦

Bandwidth selection for power optimality in a test of equality of regression curves

✍ Scribed by K.B. Kulasekera; J. Wang

Publisher: Elsevier Science
Year: 1998
Tongue: English
Weight: 347 KB
Volume: 37
Category: Article
ISSN: 0167-7152
DOI: 10.1016/s0167-7152(97)84155-7

No coin nor oath required. For personal study only.

✦ Synopsis

We consider the bandwidth selection in a test of equality of regression curves given by . We propose two sub-sample methods that determine data-based bandwidths maximizing the power while keeping the asymptotic size of the test to be fixed at a given level. The optimality is proved and some simulation results are presented.

📜 SIMILAR VOLUMES

Testing for the equality of two nonparam

Testing for the equality of two nonparametric regression curves

✍ Hira L. Koul; Anton Schick 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 893 KB

This paper discusses the problem of testing the equality of two non-parametric regression curves against one-sided alternatives when the design points are common and when they are distinct. Two classes of tests are given for each case. One class of tests requires the estimation of the common regress

Testing equality between sets of coeffic

Testing equality between sets of coefficients after a preliminary test for equality of disturbance variances in two linear regressions

✍ Toshihisa Toyoda; Kazuhiro Ohtani 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 565 KB

Locally most powerful test for testing t

Locally most powerful test for testing the equality of variances of two linear models with common regression parameters

✍ Manzoor Ahmad; Yogendra P. Chaubey 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 300 KB

Testing optimality of experimental desig

Testing optimality of experimental designs for a regression model with random variables

✍ Rameshwar Gupta; Donald Richards 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 309 KB

Optimal designs for testing the function

Optimal designs for testing the functional form of a regression via nonparametric estimation techniques

✍ Stefanie Biedermann; Holger Dette 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 126 KB

For the problem of checking linearity in a heteroscedastic nonparametric regression model under a ÿxed design assumption, we study maximin designs which maximize the minimum power of a nonparametric test over a broad class of alternatives from the assumed linear regression model. It is demonstrated

Some comparisons of the relative power o

Some comparisons of the relative power of simple tests for structural change in regression models

✍ Michael Bleaney 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 490 KB

## Abstract The power of Chow, linear, predictive failure and cusum of squares tests to detect structural change is compared in a two‐variable random walk model and a once‐for‐all parameter shift model. In each case the linear test has greatest power, followed by the Chow test. It is suggested that