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非参数协方差分析基于变系数模型的统计推断 被引量：1

Statistical Inference for Nonparametric Analysis of Covariance Via Varying Coefficient Models
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摘要 对于一类协方差分析模型,本文基于变系数模型的角度,提出了约束局部加权核估计方法,并构造了相应的检验统计量,给出了计算检验p-值的精确方法.最后通过数值模拟验证了所提检验方法的有效性. We propose restricted locally-weighted kernel estimation for nonparametric analysis of covariance via varying coefficient models and construct related test statistic. A procedure for computing the exact p-value of the test is proposed, Finally, some simulations are conducted to examine the performance of our test procedure and the results are satisfactory.
作者 魏传华 吴喜之
机构地区 中央民族大学数学与计算机科学学院 中国人民大学统计学院
出处 《数学的实践与认识》 CSCD 北大核心 2006年第12期208-215,共8页 Mathematics in Practice and Theory
基金 国家自然科学基金重点资助项目(10431010) 中国人民大学应用统计科学研究中心项目 教育部人文社会科学重点研究基地重大项目资助(05JJD910001)
关键词 非参数协方差分析 变系数模型 约束局部加权核估计 nonparametric analysis of covariance varying coefficient models restricted locally-weigh.ted kernel estimation
分类号 O212.1 [理学—概率论与数理统计]
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参考文献9

  • 1Hall P, Hart J D. Bootstrap test for difference between means in nonparametric regression[A]. Journal of the American Statistical Association, 1990, 85: 1039-1049.
  • 2King E C, Hart J D. Wehrly T E. Testing the equality regression curves using linear smoothers[J]. Statist Probab Lett, 1991,12 : 239-247.
  • 3Young S G, Bowman A W. Non-parametric analysis of covariance[J]. Biometrics, 1995,51 : 920-931.
  • 4Yatchew A. An elementary nonparametric differencing test of equality of regression functions[J]. Economics Letters, 1999,62 : 271-278.
  • 5Dette H, Neumeyer N. Nonparametric analysls of covariance[J]. Ann Statist, 2001,29,1361-1400.
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同被引文献13

  • 1Chow, G. C. Tests of Equality Between Sets of Coefficients in Two Linear Regressions [ J ]. Eeonometriea, 1960,28 : 591-605.
  • 2Hall, P. and Hart, J. D. Bootstrap test for difference between means in nonparametric regression [ J]. J. Amer. Statist. Assoc., 1990,85 : 1039- 1049.
  • 3King, E. C., Hart, J. D. and Wehrly, T. E. Testing the equality regression curves using linear smoothers [ J]. Statist. Probab. Lett., 1991,12 : 239- 247.
  • 4Young, S. G. and Bowman, A.W. Non-parametric analysis of covarlance [ J ]. Biometrics, 1995,51 : 920-931.
  • 5Dette, H. , and Neumeyer, N. Nonparametric analysis of covarlance [ J]. Ann. Statist. ,2001,29 : 1361-1400.
  • 6Engle, R. F., Granger, W. J. , Rice, J and Weiss. A. Semiparametric estimates of the relation between weather and electricity sales [ J]. J. Amer. Statist. Assoc., 1986,80:310-319.
  • 7Hardle, W., Liang, H. , Gao, J., Partially Linear Modets [ M ]. Springer, Heidelberg : Physica-Verlag, 2000.
  • 8Hardle, W., Muller, M., Sperlich, S. and Werwatz, A. Nonparametric and semiparametric models [ M ]. Berlin : Springer-Verlag, 2004.
  • 9Fan, J., and Huang, T. Profile likelihood inferences on semiparametric varying-coefficient partially linear models [ J ]. Bernouilli, 2005, ( 11 ) : 1031-1057.
  • 10Azzalini, A. , Bowman, A. On the use of nonparametric regression for checking linear relationships [ J].J. Roy. Statist. Soc. Ser. B., 1993,55 : 549-559.

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数学的实践与认识
2006年 第12期

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