Un test de type Kolmogorov-Smirnov dans le cadre de comparaison de fonctions de régression
From MaRDI portal
Publication:4235407
DOI10.1016/S0764-4442(99)80139-6zbMath0942.62050MaRDI QIDQ4235407
Publication date: 24 August 2000
Published in: Comptes Rendus de l'Académie des Sciences - Series I - Mathematics (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
Related Items (6)
A Bootstrap Test for the Equality of Nonparametric Regression Curves Under Dependence ⋮ Nonparametric comparison of quantile curves: a stochastic process approach ⋮ Non‐parametric Analysis of Covariance – The Case of Inhomogeneous and Heteroscedastic Noise ⋮ A bootstrap test for the comparison of nonlinear time series ⋮ A central limit theorem for two-sample U-processes ⋮ Nonparametric comparison of regression curves by local linear fitting.
This page was built for publication: Un test de type Kolmogorov-Smirnov dans le cadre de comparaison de fonctions de régression