A Test Based on Half Range for Nonparametric Regression

S. V. Bhat¹ , B. Deshpande²

Section:Research Paper, Product Type: Isroset-Journal
Vol.6 , Issue.1 , pp.294-302, Feb-2019

CrossRef-DOI:   https://doi.org/10.26438/ijsrmss/v6i1.294302

Online published on Feb 28, 2019

Copyright © S. V. Bhat, B. Deshpande . This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
 

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Abstract :
A test is proposed for testing parametric regression against nonparametric regression using variable Nadaraya-Watson (NW) estimator based on half range along with its variant, deploying integrated squared error (ISE). We discuss the properties of the proposed test. The performance of the tests is computed in terms of empirical power and compared with the test based on NW estimator. The application of the test is illustrated through real data.

Key-Words / Index Term :
Nonparametric regression, Pilot density,Kkernel function, L2-distance, Wild bootstrap,Cconsistency

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