Article ID Journal Published Year Pages File Type
1154875 Statistics & Probability Letters 2007 7 Pages PDF
Abstract
In this paper a procedure to test the equality of error distributions in several nonparametric regression models is introduced. Kolmogorov-Smirnov and Cramér-von Mises-type statistics are proposed and their asymptotic distributions are obtained. A bootstrap mechanism is used to approximate the critical values in practice.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Comparison of error distributions in nonparametric regression
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