Robust testing for superiority between two regression curves

BOENTE, GRACIELA; PARDO FERNANDEZ, JUAN CARLOS

Londres

Conferencia; VIII International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM2015).; 2015

Imperial College, Birkbeck University,Queen Mary University of London, Royal Statistical Society

We will focus on 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. 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 contiguous alternatives. A Monte Carlo study is performed to compare the finite sample behaviour of the proposed tests with the classical oneobtained using local averages. A sensitivity analysis is carried on a real data set.