Testing symmetry in nonparametric regression models

被引:19
作者
Dette, H [1 ]
Kusi-Appiah, S [1 ]
Neumeyer, N [1 ]
机构
[1] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
关键词
nonparametric regression; goodness-of-fit; test of symmetry; wild bootstrap;
D O I
10.1080/10485250213906
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 a recent paper Ahmad and Li (1997) proposed a new test for symmetry of the error distribution in linear regression models and proved asymptotic normality for the distribution of the corresponding test statistic under the null hypothesis and consistency under fixed alternatives. The present paper has three purposes. On the one hand we derive the asymptotic distribution of the statistic considered by Ahmad and Li (1997) under fixed alternatives and demonstrate that asymptotic normality is still valid but with a different rate of convergence. On the other hand we generalize Ahmad and Li's (1997) test of a symmetric error distribution to general nonparametric regression models. Moreover, it is also demonstrated that a bootstrap version of the new test for symmetry has good finite sample properties.
引用
收藏
页码:477 / 494
页数:18
相关论文
共 31 条
  • [1] AHMAD IA, 1997, NONPARAM STAT, V7, P279
  • [2] [Anonymous], HDB STAT NONPARAMETR
  • [3] [Anonymous], ENCY STAT SCI
  • [4] [Anonymous], 1987, Statistical Science
  • [5] AZZALINI A, 1993, J ROY STAT SOC B MET, V55, P549
  • [6] BARINGHAUS L, 1992, COMMUNICATIONS STAT, V21, P1111
  • [7] ON ADAPTIVE ESTIMATION
    BICKEL, PJ
    [J]. ANNALS OF STATISTICS, 1982, 10 (03) : 647 - 671
  • [8] Tests of symmetry based on transformed empirical processes
    Cabaña, A
    Cabaña, EM
    [J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2000, 28 (04): : 829 - 839
  • [9] Testing heteroscedasticity in nonparametric regression
    Dette, H
    Munk, A
    [J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1998, 60 : 693 - 708
  • [10] DETTE H, 2001, TESTING SYMMETRY NON