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April 2010 Testing the equality of nonparametric regression curves based on Fourier coefficients
Zaher Mohdeb, Kenza Assia Mezhoud, Djamel Boudaa
Afr. Stat. 5(1): 219-227 (April 2010).

Abstract

In this work we propose a new methodology for the comparison of two regression functions $f_1$ and $f_2$ in the case of homoscedastic error structure and a fixed design. Our approach is based on the empirical Fourier coefficients of the regression functions $f_1$ and $f_2$ respectively. As our main results we obtain the asymptotic distribution of the test statistic under the null hypothesis $f_1 = f_2$ and local and global alternatives. A simulation study is conducted to investigate the finite sample performance of our test.

Citation

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Zaher Mohdeb. Kenza Assia Mezhoud. Djamel Boudaa. "Testing the equality of nonparametric regression curves based on Fourier coefficients." Afr. Stat. 5 (1) 219 - 227, April 2010.

Information

Published: April 2010
First available in Project Euclid: 1 January 2014

zbMATH: 1244.62058
MathSciNet: MR2920298

Subjects:
Primary: 62G08, 62G10

Rights: Copyright © 2010 The Statistics and Probability African Society

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Vol.5 • No. 1 • April 2010
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