Date of Award
5-2011
Document Type
Dissertation
Degree Name
Doctor of Philosophy (PhD)
Legacy Department
Mathematical Science
Committee Chair/Advisor
Kulasekera, Karunarathna
Committee Member
Gallagher , Colin
Committee Member
Taylor , Robert
Committee Member
Padgett , William
Committee Member
Sun , Xiaoqian
Abstract
This dissertation aims to address two problems in nonparametric regression models. An estimation issue in generalized varying coefficient models and a hypothesis testing issue in nonparametric quantile regression models is discussed.
We propose a new estimation method for generalized varying coefficient models where the link function is specified up to some smoothness conditions. Consistency and asymptotic normality of the estimated varying coefficient functions are established. Simulation results and a real data application demonstrate the usefulness of the new method.
A new approach for testing the equality of nonparametric quantile regression functions is also presented. Based on marked empirical processes, we develop test statistics that possess $\sqrt n$ properties in contrast to all available procedures in the literature. Asymptotic distributions are given and the performance of the proposed tests is compared with existing methods in mean regression and quantile regression. Theoretical results show that our tests have superior local power properties over existing tests. Finite sample performance is analyzed through simulations under a variety of settings. A data analysis is given which highlights the usefulness of the proposed methodology.
Recommended Citation
Kuruwita, Chinthaka, "Nonparametric Methods in Varying Coefficient Models And Quantile Regression Models" (2011). All Dissertations. 712.
https://tigerprints.clemson.edu/all_dissertations/712