Robust testing for superiority between two regression curves
UNIVERSAL IDENTIFIER: http://hdl.handle.net/11093/1026
EDITED VERSION: https://doi.org/10.1016/j.csda.2015.12.002
UNESCO SUBJECT: 12 Matemáticas
DOCUMENT TYPE: article
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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