Testing for superiority among two regression curves

被引：18

作者：

Koul, HL

Schick, A ^{[1
]}

机构：

[1] Univ Binghamton, Dept Math Sci, Binghamton, NY 13902 USA

[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2003年 / 117卷 / 01期

关键词：

covariate-matching; locally asymptotically most powerful;

D O I：

10.1016/S0378-3758(02)00364-6

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：

This paper discusses the problem of testing the equality of two nonparametric regression curves against one-sided alternatives in a two sample beteroscedastic setting in which design and error densities may differ between the two populations. The paper proposes a class of tests using covariate matching and derives their asymptotic power for local alternatives. Using a semiparametric approach, an upper bound on the asymptotic power of all tests against a given local alternative is obtained. For a given local alternative, a member of the proposed class of tests is shown to achieve this upper bound. (C) 2002 Elsevier B.V. All rights reserved.

引用

页码：15 / 33

页数：19