Artículo
A non-parametric ANOVA-type test for regression curves based on characteristic functions
Autor/es | Pardo Fernández, Juan Carlos
Jiménez Gamero, María Dolores El Ghouch, Anouar |
Departamento | Universidad de Sevilla. Departamento de Estadística e Investigación Operativa |
Fecha de publicación | 2015-03 |
Fecha de depósito | 2017-01-19 |
Publicado en |
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Resumen | This article studies a new procedure to test for the equality of k regression
curves in a fully nonparametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the ... This article studies a new procedure to test for the equality of k regression curves in a fully nonparametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the regression residuals in each population. The asymptotic behaviour of the test statistic is studied in detail. It is shown that under the null hypothesis the distribution of the test statistic converges to a finite combination of independent χ21 random variables. The coefficients in this linear combination can be consistently estimated. The proposed test is able to detect contiguous alternatives converging to the null at the rate n−1/2. The practical performance of the test based on the asymptotic null distribution is investigated by means of simulations. |
Identificador del proyecto | MTM2011-23204
UJA2013/08/01 P6/03 11/16-039 |
Cita | Pardo Fernández, J.C., Jiménez Gamero, M.D. y El Ghouch, A. (2015). A non-parametric ANOVA-type test for regression curves based on characteristic functions. Scandinavian Journal of Statistics, 42 (1), 197-213. |
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