Testing for the Equality of Two Nonparametric Regression Curves with Long Memory Errors

DOI10.1080/03610910600716324zbMATH Open1093.62045OpenAlexW2059047051MaRDI QIDQ5481739FDOQ5481739

Authors:

Publication date: 10 August 2006

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910600716324

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zbMATH Keywords

Monte Carlo simulationfractional Brownian motionpartial sum process

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05) Asymptotic distribution theory in statistics (62E20)

Cites Work

• Title not available (Why is that?)
• Efficient estimation of conditional variance functions in stochastic regression
• Comparing nonparametric versus parametric regression fits
• Nonparametric smoothing and lack-of-fit tests
• Minimum distance regression model checking
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• Semiparametric comparison of regression curves
• Efficient parameter estimation for self-similar processes
• The Invariance Principle for Stationary Processes
• Large-sample properties of parameter estimates for strongly dependent stationary Gaussian time series
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• Gaussian semiparametric estimation of long range dependence
• Long memory processes and fractional integration in econometrics
• Weak convergence to fractional brownian motion and to the rosenblatt process
• Testing for the equality of two nonparametric regression curves
• Covariate-Matched One-Sided Tests for the Difference Between Functional Means
• Bootstrap Test for Difference Between Means in Nonparametric Regression
• Large-sample inference for nonparametric regression with dependent errors
• Nonparametric regression under long-range dependent normal errors
• Testing the equality of nonparametric regression curves
• Comparison of Regression Curves Using Quasi-Residuals
• Testing the (parametric) null model hypothesis in (semiparametric) partial and generalized spline models
• Testing for superiority among two regression curves
• Regression model fitting with long memory errors
• Comparison of non-parametric regression functions through their cumulatives

Cited In (4)

• SiZer analysis for the comparison of time series
• A local factor nonparametric test for trend synchronism in multiple time series
• Comparing two nonparametric regression curves in the presence of long memory in covariates and errors
• Testing for trends in high-dimensional time series

Uses Software

• longmemo

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