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Testing for no effect in nonparametric regression. (English) Zbl 0771.62035

Summary: The large sample properties of three tests for no effect in nonparametric regression are investigated. The tests can all be represented as weighted sums of squared sample Fourier coefficients. The type of weighting employed by a test is shown to be crucial for its asymptotic and finite sample power properties.

MSC:

62G10 Nonparametric hypothesis testing
62G20 Asymptotic properties of nonparametric inference
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