Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146618 | Journal of Multivariate Analysis | 2010 | 12 Pages |
Abstract
Comparison of nonparametric regression models has been extensively discussed in the literature for the one-dimensional covariate case. The comparison problem largely remains open for completely nonparametric models with multi-dimensional covariates. We address this issue under the assumption that models are single-index models (SIMs). We propose a test for checking the equality of the mean functions of two (or more) SIM’s. The asymptotic normality of the test statistic is established and an empirical study is conducted to evaluate the finite-sample performance of the proposed procedure.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Wei Lin, K.B. Kulasekera,