Statistics and Probability Letters, 66 (2004), no. 3, 289–301

Chunming Zhang and Holger Dette

Abstract

In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through nonasymptotic investigations and finite-sample simulation studies.