INVESTIGADORES
BOENTE BOENTE Graciela Lina
congresos y reuniones científicas
Título:
Robust testing to compare regression curves
Autor/es:
BOENTE, GRACIELA; PARDO FERNANDEZ, JUAN CARLOS
Lugar:
Londres
Reunión:
Conferencia; XIV International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM2021); 2021
Institución organizadora:
King's College London,
Resumen:
The problem of testing for the equality of regression curves against general alternatives in a fully nonparametric setting is considered. A teststatistic based on an L2-distance between empirical characteristic functions of residuals is considered. To protect against atypical observations, theresiduals are obtained by using robust estimates of the regression functions. The asymptotic distribution of the test statistic is analysed, and a smallMonte Carlo study is performed to investigate the finite sample behaviour of the proposed test.
