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Robust testing for superiority between two regression curves

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Robust testing for superiority between two regression curves

Boente, Graciela; Pardo Fernández, Juan Carlos
DATE : 2016-05
UNESCO SUBJECT : 12 Matemáticas


The problem of testing the null hypothesis that the regression functions of two populations are equal versus one-sided alternatives under a general nonparametric homoscedastic regression model is considered. To protect against atypical observations, the test statistic is based on the residuals obtained by using a robust estimate for the regression function under the null hypothesis. The asymptotic distribution of the test statistic is studied under the null hypothesis and under root-n local alternatives. A Monte Carlo study is performed to compare the finite sample behaviour of the proposed tests with the classical one obtained using local averages. A sensitivity analysis is carried on a real data set.

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