Bandwidth selection for power optimality
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K.B. Kulasekera; J. Wang
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Article
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1998
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Elsevier Science
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English
โ 347 KB
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 simulati