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Bandwidth selection for power optimality in a test of equality of regression curves

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  • Kulasekera, K. B.
  • Wang, J.

Abstract

We consider the bandwidth selection in a test of equality of regression curves given by King et al. (1991). We propose two sub-sample methods that determine data-based bandwidths maximizing the power while keeping the asymptotic size of the test to be fixed at a given level. The optimality is proved and some simulation results are presented.

Suggested Citation

  • Kulasekera, K. B. & Wang, J., 1998. "Bandwidth selection for power optimality in a test of equality of regression curves," Statistics & Probability Letters, Elsevier, vol. 37(3), pages 287-293, March.
    • Handle: RePEc:eee:stapro:v:37:y:1998:i:3:p:287-293
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    1. King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E., 1991. "Testing the equality of two regression curves using linear smoothers," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 239-247, September.
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    Cited by:

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    2. Masayuki Hirukawa & Mari Sakudo, 2016. "Testing Symmetry of Unknown Densities via Smoothing with the Generalized Gamma Kernels," Econometrics, MDPI, vol. 4(2), pages 1-27, June.
    3. Funke, Benedikt & Hirukawa, Masayuki, 2019. "Nonparametric estimation and testing on discontinuity of positive supported densities: a kernel truncation approach," Econometrics and Statistics, Elsevier, vol. 9(C), pages 156-170.

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