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A power comparison between nonparametric regression tests. (English) Zbl 1102.62049
Summary: We consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through non-asymptotic investigations and finite-sample simulation studies.

MSC:
62G10 Nonparametric hypothesis testing
62G08 Nonparametric regression and quantile regression
62G20 Asymptotic properties of nonparametric inference
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