- Test for Discontinuities in Nonparametric Regression
- Test for Discontinuities in Nonparametric Regression
- ㆍ 저자명
- Park. Dong-Ryeon
- ㆍ 간행물명
- 한국통계학회 논문집
- ㆍ 권/호정보
- 2008년|15권 5호|pp.709-717 (9 pages)
- ㆍ 발행정보
- 한국통계학회
- ㆍ 파일정보
- 정기간행물|ENG| PDF텍스트
- ㆍ 주제분야
- 기타
The difference of two one-sided kernel estimators is usually used to detect the location of the discontinuity points of regression function. The large absolute value of the statistic imply discontinuity of regression function, so we may use the difference of two one-sided kernel estimators as the test statistic for testing null hypothesis of a smooth regression function. The problem is, however, we only know the asymptotic distribution of the test statistic under $H_0$ and we hardly expect the good performance of test if we rely solely on the asymptotic distribution for determining the critical points. In this paper, we show that if we adjust the bias of test statistic properly, the asymptotic rules hold for even small sample size situation.