Robust comparison of regression curves
From MaRDI portal
Publication:2348720
DOI10.1007/s11749-014-0394-2zbMath1315.62037MaRDI QIDQ2348720
Long Feng, Changliang Zou, Zhaojun Wang, Li Xing Zhu
Publication date: 15 June 2015
Published in: Test (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11749-014-0394-2
bootstrap; local polynomial regression; generalized likelihood ratio; lack-of-fit test; local Walsh-average regression
62G10: Nonparametric hypothesis testing
62G35: Nonparametric robustness
62G09: Nonparametric statistical resampling methods
Related Items
Robust testing for superiority between two regression curves, A robust adaptive-to-model enhancement test for parametric single-index models, A constructive hypothesis test for the single-index models with two groups
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local Walsh-average regression for semiparametric varying-coefficient models
- Local Walsh-average regression
- Comparing nonparametric versus parametric regression fits
- Nonparametric smoothing and lack-of-fit tests
- Nonparametric comparison of regression curves: An empirical process approach
- Sieve empirical likelihood ratio tests for nonparametric functions
- Testing the equality of nonparametric regression curves
- Generalized likelihood ratio statistics and Wilks phenomenon
- Nonparametric analysis of covariance.
- Local linear regression smoothers and their minimax efficiencies
- Data-driven rate-optimal specification testing in regression models
- Nonparametric checks for single-index models
- Comparing Conditional Quantile Curves
- Adaptive Nonparametric Comparison of Regression Curves
- Tests of hypotheses based on ranks in the general linear model
- Testing Heteroscedasticity In Nonparametric Regression
- Covariate-Matched One-Sided Tests for the Difference Between Functional Means
- Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
- Calibrating the Degrees of Freedom for Automatic Data Smoothing and Effective Curve Checking
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Local Composite Quantile Regression Smoothing: An Efficient and Safe Alternative to Local Polynomial Regression
- Comparison of Regression Curves Using Quasi-Residuals
- Changepoints in the North Atlantic Tropical Cyclone Record
- Nonparametric comparison of quantile curves: a stochastic process approach
- Estimates of Location Based on Rank Tests
- Bootstrap Test for Difference Between Means in Nonparametric Regression