Bootstrap tests for nonparametric comparison of regression curves with dependent errors
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Publication:2384663
Asymptotic distribution theory in statistics (62E20) Nonparametric regression and quantile regression (62G08) Nonparametric statistical resampling methods (62G09) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites work
- An overview of bootstrap methods for estimating and predicting in time series
- Bandwidth selection for power optimality in a test of equality of regression curves
- Bootstrap Methods for Time Series
- Bootstrap Test for Difference Between Means in Nonparametric Regression
- Bootstrapping time series models
- COMPARING EMPIRICAL DISTRIBUTIONS OF P-VALUES FROM SIMULATIONS
- Comparing nonparametric versus parametric regression fits
- Comparison of non-parametric regression functions through their cumulatives
- Comparison of Regression Curves Using Quasi-Residuals
- Covariate-Matched One-Sided Tests for the Difference Between Functional Means
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- scientific article; zbMATH DE number 854585 (Why is no real title available?)
- Non-Parametric Analysis of Covariance
- Nonparametric analysis of covariance.
- Nonparametric comparison of regression curves: An empirical process approach
- Nonparametric comparison of several regression functions: Exact and asymptotic theory
- On variance estimation in nonparametric regression
- Recent developments in bootstrapping time series
- Resampling for checking linear regression models via non-parametric regression estimation
- Semiparametric comparison of regression curves
- Smoothing Parameter Selection for Power Optimality in Testing of Regression Curves
- Testing for the equality of two nonparametric regression curves
- Testing the equality of nonparametric regression curves
- The jackknife and the bootstrap for general stationary observations
- The Stationary Bootstrap
Cited in
(16)- Testing constancy in monotone response models
- Identifying shifts between two regression curves
- A bootstrap test for the equality of nonparametric regression curves under dependence
- An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
- A Parametric Bootstrap Test for Comparing Heteroscedastic Regression Models
- An updated review of goodness-of-fit tests for regression models
- scientific article; zbMATH DE number 2076164 (Why is no real title available?)
- Bootstrap methods for comparing independent regression slopes
- A nonparametric poolability test for panel data models with cross section dependence
- Bootstrap hypothesis testing in generalized additive models for comparing curves of treatments in longitudinal studies
- Testing for trends in high-dimensional time series
- Comparison of quantile regression curves with censored data
- Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation
- Classifying time series data: a nonparametric approach
- A local factor nonparametric test for trend synchronism in multiple time series
- On the optimal choice of the number of empirical Fourier coefficients for comparison of regression curves
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