Authors: Dette, Holger
Volgushev, Stanislav
Wagener, Jens
Title: Nonparametric analysis of covariance using quantile curves
Language (ISO): en
Abstract: We consider the problem of testing the equality of J quantile curves from independent samples. A test statistic based on an L^2-distance between non-crossing nonparametric estimates of the quantile curves from the individual samples is proposed. Asymptotic normality of this statistic is established under the null hypothesis, local and fixed alternatives, and the finite sample properties of a bootstrap based version of this test statistic are investigated by means of a simulation study.
Subject Headings: crossing quantile curves
monotone rearrangements
nonparametric analysis of covariance
quantile regression
Issue Date: 2009-07-16
Appears in Collections:Sonderforschungsbereich (SFB) 823

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