Nonparametric comparison of regression c
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Tue GΓΈrgens
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Article
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2002
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Elsevier Science
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English
β 157 KB
This 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 response