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Nonparametric comparison of regression curves by local linear fitting. (English) Zbl 1092.62536
Summary: This paper proposes a new nonparametric test for the hypothesis that the regression functions in two or more populations are the same. The test is based on local linear estimates using data-driven bandwidth selectors. The test is applicable to data with random regressors and heteroskedastic responses. Simulations indicate the test has good power.

MSC:
62G10 Nonparametric hypothesis testing
62G08 Nonparametric regression and quantile regression
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