COMMONALITY OF CUSUM, VONNEUMANN AND SMOOTHING-BASED GOODNESS-OF-FIT TESTS Academic Article

abstract

• SUMMARY: Recent papers by Munson & Jernigan (1989) and Buckley (1991) propose nonparametric tests for the hypothesis of no predictor effect in regression. The Munson-Jernigan test is similar to the von Neumann (1941) test, while that of Buckley is based on a functional of cusums. These tests are shown to be special cases of a wider class of tests based on nonparametric function estimation ideas. Fourier analysis is used to qualitatively compare the Munson & Jernigan and Buckley tests with two new tests constructed from nonparametric smoothers. Their relative powers are then studied by means of large-sample analysis and simulation. The cusum test is the most powerful for very smooth departures from the no-effect hypothesis, while the new tests based on smoothing ideas are clearly superior when the alternative is high frequency. 1993 Biometrika Trust.

authors

• Hart, Jeffrey

published proceedings

• BIOMETRIKA

author list (cited authors)

• EUBANK, R. L., & HART, J. D.

citation count

• 38

complete list of authors

• EUBANK, RL||HART, JD

publication date

• March 1993

publisher

• Oxford University Press (OUP)  Publisher

published in

• Biometrika  Journal

keywords

• Fourier Series Estimators
• Local Alternatives
• Nonparametric Regression
• Pitman Relative Efficiency
• Smoothing Splines

Digital Object Identifier (DOI)

• 10.1093/biomet/80.1.89

start page

• 89

end page

• 98

volume

• 80

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1093%2Fbiomet%2F80.1.89