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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-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. © 2015 Elsevier B.V.

Registro:

Documento: Artículo
Título:Robust testing for superiority between two regression curves
Autor:Boente, G.; Pardo-Fernández, J.C.
Filiación:Departamento de Matemáticas, Facultad de Ciencias Exactas y Naturales, Universidad de Buenos Aires and IMAS, CONICET, Ciudad Universitaria, Pabellón 1, Buenos Aires, 1428, Argentina
Departamento de Estatística e Investigación Operativa, Universidade de Vigo, Campus Universitario As Lagoas-Marcosende, Vigo, 36310, Spain
Palabras clave:Hypothesis testing; Nonparametric regression models; Robust inference; Smoothing techniques; Sampling; Sensitivity analysis; Statistical tests; Statistics; Asymptotic distributions; Hypothesis testing; Non-parametric regression; Regression curve; Regression function; Regression model; Robust inference; Smoothing techniques; Regression analysis
Año:2016
Volumen:97
Página de inicio:151
Página de fin:168
DOI: http://dx.doi.org/10.1016/j.csda.2015.12.002
Título revista:Computational Statistics and Data Analysis
Título revista abreviado:Comput. Stat. Data Anal.
ISSN:01679473
CODEN:CSDAD
Registro:https://bibliotecadigital.exactas.uba.ar/collection/paper/document/paper_01679473_v97_n_p151_Boente

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Citas:

---------- APA ----------
Boente, G. & Pardo-Fernández, J.C. (2016) . Robust testing for superiority between two regression curves. Computational Statistics and Data Analysis, 97, 151-168.
http://dx.doi.org/10.1016/j.csda.2015.12.002
---------- CHICAGO ----------
Boente, G., Pardo-Fernández, J.C. "Robust testing for superiority between two regression curves" . Computational Statistics and Data Analysis 97 (2016) : 151-168.
http://dx.doi.org/10.1016/j.csda.2015.12.002
---------- MLA ----------
Boente, G., Pardo-Fernández, J.C. "Robust testing for superiority between two regression curves" . Computational Statistics and Data Analysis, vol. 97, 2016, pp. 151-168.
http://dx.doi.org/10.1016/j.csda.2015.12.002
---------- VANCOUVER ----------
Boente, G., Pardo-Fernández, J.C. Robust testing for superiority between two regression curves. Comput. Stat. Data Anal. 2016;97:151-168.
http://dx.doi.org/10.1016/j.csda.2015.12.002