Comparison of error distributions in nonparametric regression

被引：8

作者：

Pardo-Fernandez, Juan Carlos ^{[1
]}

机构：

[1] Univ Vigo, Dept Estatist & IO, EU Enxeneria Tecn Ind, Vigo 36208, Spain

来源：

STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 03期

关键词：

error distribution; k-samples problem; nonparametric regression;

D O I：

10.1016/j.spl.2006.07.015

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper a procedure to test the equality of error distributions in several nonparametric regression models is introduced. Kolmogorov-Smirnov and Cramer-von Mises-type statistics are proposed and their asymptotic distributions are obtained. A bootstrap mechanism is used to approximate the critical values in practice. (c) 2006 Elsevier B.V. All rights reserved.

引用

页码：350 / 356

页数：7

共 50 条

[1] A weighted bootstrap approximation for comparing the error distributions in nonparametric regression
Rivas Martinez, Gustavo I.
Jimenez Gamero, M. Dolores
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (18) : 3503 - 3520
[2] Local comparison of empirical distributions via nonparametric regression
Antoniadis, A.
Glad, I. K.
Mohammed, H.
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2015, 85 (12) : 2384 - 2405
[3] Asymptotic distributions of error density and distribution function estimators in nonparametric regression
Cheng, FX
[J]. JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2005, 128 (02) : 327 - 349
[4] ERROR INFERENCE FOR NONPARAMETRIC REGRESSION
RUTHERFORD, B
YAKOWITZ, S
[J]. ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1991, 43 (01) : 115 - 129
[5] ESTIMATING ERROR CORRELATION IN NONPARAMETRIC REGRESSION
ALTMAN, NS
[J]. STATISTICS & PROBABILITY LETTERS, 1993, 18 (03) : 213 - 218
[6] Nonparametric regression in the presence of measurement error
Schennach, SM
[J]. ECONOMETRIC THEORY, 2004, 20 (06) : 1046 - 1093
[7] ASSESSING PREDICTION ERROR IN NONPARAMETRIC REGRESSION
ZHANG, P
[J]. SCANDINAVIAN JOURNAL OF STATISTICS, 1995, 22 (01) : 83 - 94
[8] Nonparametric regression in the presence of measurement error
Carroll, RJ
Maca, JD
Ruppert, D
[J]. BIOMETRIKA, 1999, 86 (03) : 541 - 554
[9] Nonparametric comparison of regression functions
Srihera, Ramidha
Stute, Winfried
[J]. JOURNAL OF MULTIVARIATE ANALYSIS, 2010, 101 (09) : 2039 - 2059
[10] BOOTSTRAP SIMULTANEOUS ERROR BARS FOR NONPARAMETRIC REGRESSION
HARDLE, W
MARRON, JS
[J]. ANNALS OF STATISTICS, 1991, 19 (02): : 778 - 796

← 1 2 3 4 5 →