Nonparametric analysis of covariance using quantile curves

dc.contributor.author	Dette, Holger	de
dc.contributor.author	Volgushev, Stanislav	de
dc.contributor.author	Wagener, Jens	de
dc.date.accessioned	2009-10-29T09:57:44Z
dc.date.available	2009-10-29T09:57:44Z
dc.date.issued	2009-07-16	de
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/26472
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-752
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823; 18/2009	de
dc.subject	crossing quantile curves	en
dc.subject	monotone rearrangements	en
dc.subject	nonparametric analysis of covariance	en
dc.subject	quantile regression	en
dc.subject	robustness	en
dc.subject.ddc	310	de
dc.subject.ddc	330	de
dc.subject.ddc	620	de
dc.title	Nonparametric analysis of covariance using quantile curves	en
dc.type	Text	de
dc.type.publicationtype	report	de
dcterms.accessRights	open access

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