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October 2001 Nonparametric analysis of covariance
Holger Dette, Natalie Neumeyer
Ann. Statist. 29(5): 1361-1400 (October 2001). DOI: 10.1214/aos/1013203458

Abstract

In the problem of testing the equalityof k regression curves from independent samples, we discuss three methods using nonparametric estimators of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the individual samples and in the combined sample. The second approach transfers the classical one-way analysis of variance to the situation of comparing non-parametric curves, while the third test compares the differences between the estimates of the individual regression functions by means of an $L^2$-distance.We prove asymptotic normality of all considered statistics under the null hypothesis and local and fixed alternatives with different rates corresponding to the various cases. Additionally,consistency of a wild bootstrap version of the tests is established. In contrast to most of the procedures proposed in the literature, the methods introduced in this paper are also applicable in the case of different design points in each sample and heteroscedastic errors. A simulation studyis conducted to investigate the finite sample properties of the new tests and a comparison with recently proposed and related procedures is performed.

Citation

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Holger Dette. Natalie Neumeyer. "Nonparametric analysis of covariance." Ann. Statist. 29 (5) 1361 - 1400, October 2001. https://doi.org/10.1214/aos/1013203458

Information

Published: October 2001
First available in Project Euclid: 8 February 2002

zbMATH: 1043.62033
MathSciNet: MR1873335
Digital Object Identifier: 10.1214/aos/1013203458

Subjects:
Primary: 62G05

Rights: Copyright © 2001 Institute of Mathematical Statistics

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Vol.29 • No. 5 • October 2001
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