Authors: Dette, Holger
Volgushev, Stanislav
Wagener, Jens
Title: Nonparametric comparison of quantile curves
Other Titles: a stochastic process approach
Language (ISO): en
Abstract: A new test for comparing conditional quantile curves is proposed which is able to detect Pitman alternatives converging to the null hypothesis at the optimal rate. The basic idea of the test is to measure differences between the curves by a process of integrated non parametric estimates of the quantile curve. We prove weak convergence of this process to a Gaussian process and study the finite sample properties of a Kolmogorov-Smirnov test by means of a simulation study.
Subject Headings: crossing quantile curves
monotone rearrangements
nonparametric analysis of covariance
quantile regression
URI: http://hdl.handle.net/2003/27664
http://dx.doi.org/10.17877/DE290R-13066
Issue Date: 2011-03-23
Appears in Collections:Sonderforschungsbereich (SFB) 823

Files in This Item:
File Description SizeFormat 
DP_1211_SFB823_Dette_Volgushev_Wagener.pdfDNB389.91 kBAdobe PDFView/Open


This item is protected by original copyright



All resources in the repository are protected by copyright.