Testing the equality of two regression curves using linear smoothers

King, Eileen; Hart, Jeffrey D.; Wehrly, Thomas E.

doi:10.1016/0167-7152(91)90085-6

Cited by 110 publications

(65 citation statements)

References 16 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

“…Hall and Hart (1990) proposed a bootstrap method for testing the equality of two or several mean functions in the nonparametric regression setting. The latter problem has also been studied by King, Hart, and Wehrly (1991), Delgado (1993), Kulasekera (1995), Young and Bowman (1995), Munk and Dette (1998), Dette and Neumeyer (2001), Neumeyer and Dette (2003) and Park and Kang (2008), among others. Much of this work considers models with independent errors, and thus is not suitable for analyzing time series data where dependence is the rule rather than the exception.…”

Section: X(u T) = S(u) + M(t) + Y (U T)mentioning

confidence: 99%

Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach

Zhang¹

2017

STAT SINICA

View full text Add to dashboard Cite

In the analysis of surface meteorological data, observations are usually recorded regularly and frequently in time at multiple but fixed locations in space. The data can thus be viewed as multivariate time series in which a small number of lengthy time series is observed. Motivated by a temperature data, the current paper considers the problem of testing the additive assumption of location and time effects via a multivariate time series approach. Test statistics based on both maximum absolute and integrated squared deviations are proposed and their asymptotic properties are studied for a general class of multivariate nonstationary processes. The results are illustrated in a simulation study and applied to temperature data.

show abstract

Section: X(u T) = S(u) + M(t) + Y (U T)mentioning

confidence: 99%

Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach

Zhang¹

2017

STAT SINICA

View full text Add to dashboard Cite

show abstract

“…Two examples of methods of the first type are given in Delgado (1993) and Munk and Dette (1998). Examples of methods of the second type are mainly based on smoothing regression curves and need to fix a smoothing parameter [see King et al (1991) among many others]. The approach suggested in Mohdeb et al (2010) can be referred to the second type since it assumes a fixed number of Fourier coefficients to be indicated prior to calculations.…”

Section: Turning Simulation Into Estimationmentioning

confidence: 99%

Simulating Correlated Ordinal and Discrete Variables with Assigned Marginal Distributions

Barbiero

Ferrari

2014

Springer Proceedings in Mathematics &Amp; Statistics

View full text Add to dashboard Cite

“…The idea of using different smoothing parameters in the testing problems, to authors best knowledge was first proposed by [6] and referred to as 'significant trace'.…”

Section: Slope Testmentioning

confidence: 99%

Color Harmonization in Car Manufacturing Process

et al. 2006

View full text Add to dashboard Cite

One of the major cost factors in car manufacturing is the painting of body and other parts such as wing or bonnet. Surprisingly, the painting may be even more expensive than the body itself. From this point of view it is clear that car manufacturers need to observe the painting process carefully to avoid any deviations from the desired result. Especially for metallic colors where the shining is based on microscopic aluminium particles, customers tend to be very sensitive towards a difference in the light reflection of different parts of the car.The following study, carried out in close cooperation with a partner from car industry, combines classical tests and nonparametric smoothing techniques to detect trends in the process of car painting. The localized versions motivated by t-test, Mann-Kendall, Cox-Stuart and a change point test are employed in this study. Suitable parameter settings and the properties of the proposed tests are studied by simulations based on resampling methods borrowed from nonparametric smoothing.The aim of the analysis is to find a reliable technical solution which avoids any interaction from a human side.

show abstract

Testing the equality of two regression curves using linear smoothers

Cited by 110 publications

References 16 publications

Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach

Testing additive assumptions on means of regular monitoring data: a multivariate nonstationary time series approach

Simulating Correlated Ordinal and Discrete Variables with Assigned Marginal Distributions

Color Harmonization in Car Manufacturing Process

Contact Info

Product

Resources

About