Robust testing for superiority between two regression curves

PARDO FERNANDEZ, JUAN CARLOS; BOENTE, GRACIELA

Ginebra

Conferencia; International Conference on Robust Statistics (ICORS 2016); 2016

Universidad de Ginebra

The test statistic to be considered in this talk is based on the residuals obtained by using a robust estimate for the regression function under the null hypothesis. More precisely, our proposal combines the ideas of robust smoothing with those given in Neumeyer & Pardo-Fernandez [2009] to obtain a procedure detecting root􀀀n alternatives. The asymptotic distribution of the test statistic is studied under the null hypothesis and under root􀀀n contiguous alternatives.The results of a Monte Carlo study performed to compare the finite sample behaviour of the proposed tests with the classical one obtained using local averages will be described