Nonparametric comparison of quantile curves

dc.contributor.author	Dette, Holger
dc.contributor.author	Volgushev, Stanislav
dc.contributor.author	Wagener, Jens
dc.date.accessioned	2011-03-23T13:51:49Z
dc.date.available	2011-03-23T13:51:49Z
dc.date.issued	2011-03-23
dc.description.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.	en
dc.identifier.uri	http://hdl.handle.net/2003/27664
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-13066
dc.language.iso	en	de
dc.relation.ispartofseries	Discussion Paper / SFB 823;12/2011
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.ddc	310
dc.subject.ddc	330
dc.subject.ddc	620
dc.title	Nonparametric comparison of quantile curves	en
dc.title.alternative	a stochastic process approach	en
dc.type	Text	de
dc.type.publicationtype	workingPaper	de
dcterms.accessRights	open access

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