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
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.
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