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dc.contributor.authorScholz, Achimen_US
dc.contributor.authorNeumeyer, Natalieen_US
dc.contributor.authorMunk, Axelen_US
dc.date.accessioned2009-01-29T15:02:39Z-
dc.date.available2009-01-29T15:02:39Z-
dc.date.issued2004en_US
dc.identifier.urihttp://hdl.handle.net/10419/22540-
dc.description.abstractThe purpose of this paper is to propose a procedure for testing the equality of several regression curves fi in nonparametric regression models when the noise is inhomogeneous. This extends work of Dette and Neumeyer (2001) and it is shown that the new test is asymptotically uniformly more powerful. The presented approach is very natural because it transfers the maximum likelihood statistic from a heteroscedastic one way ANOVA to the context of nonparametric regression. The maximum likelihood estimators will be replaced by kernel estimators of the regression functions fi. It is shown that the asymptotic distribution of the obtained test statistic is nuisance parameter free. Finally, for practical purposes a bootstrap variant is suggested. In a simulation study, level and power of this test will be briefly investigated. In summary, our theoretical findings are supported by this study.en_US
dc.language.isoengen_US
dc.relation.ispartofseriesTechnical Report / Universität Dortmund, SFB 475 Komplexitätsreduktion in Multivariaten Datenstrukturen 2004,28en_US
dc.subject.jelC52en_US
dc.subject.jelC14en_US
dc.subject.ddc330en_US
dc.subject.keywordnonparametric regressionen_US
dc.subject.keywordANOVAen_US
dc.subject.keywordheteroscedasticityen_US
dc.subject.keywordgoodness-of-fiten_US
dc.subject.keywordwild bootstrapen_US
dc.subject.keywordefficacyen_US
dc.subject.stwNichtparametrisches Verfahrenen_US
dc.subject.stwRegressionen_US
dc.subject.stwVarianzanalyseen_US
dc.subject.stwTheorieen_US
dc.titleNonparametric Analysis of Covariance : the Case of Inhomogeneous and Heteroscedastic Noiseen_US
dc.typeWorking Paperen_US
dc.identifier.ppn391699083en_US
dc.rightshttp://www.econstor.eu/dspace/Nutzungsbedingungen-
dc.identifier.repecRePEc:zbw:sfb475:200428-
Appears in Collections:Technical Reports, SFB 475, TU Dortmund

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