Nonparametric analysis of covariance using quantile curves
Files
Date
2009-07-16
Journal Title
Journal ISSN
Volume Title
Publisher
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.
Description
Table of contents
Keywords
crossing quantile curves, monotone rearrangements, nonparametric analysis of covariance, quantile regression, robustness