Robust testing for superiority between two regression curves

Pardo Fernández, Juan Carlos; Boente, G.

Abstract:

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 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.

Year:

2016

Type of Publication:

Article

Journal:

Computational Statistics and Data Analysis

Volume:

97

Pages:

151-168

Month:

May

DOI:

https://doi.org/10.1016/j.csda.2015.12.002