Identifying shifts between two regression curves

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dc.contributor.authorDette, Holger
dc.contributor.authorSankar Dhar, Subhra
dc.contributor.authorWu, Weichi
dc.date.accessioned2019-08-30T14:17:53Z
dc.date.available2019-08-30T14:17:53Z
dc.date.issued2019
dc.description.abstractThis article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric situation assuming only smoothness of the regression functions. A graphical tool based on the derivatives of the regression functions and their inverses is proposed to answer this question and studied in several examples. We also formalize this question in a corresponding hypothesis and develop a statistical test. The asymptotic properties of the corresponding test statistic are investigated under the null hypothesis and local alternatives. In contrast to most of the literature on comparing shape invariant models, which requires independent data the procedure is applicable for dependent and non-stationary data. We also illustrate the finite sample properties of the new test by means of a small simulation study and a real data example.en
dc.identifier.urihttp://hdl.handle.net/2003/38196
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-20175
dc.language.isoende
dc.relation.ispartofseriesDiscussion Paper / SFB823;16/2019
dc.subjectcomparison of curvesen
dc.subjecthypothesis testingen
dc.subjectnonparametric regressionen
dc.subject.ddc310
dc.subject.ddc330
dc.subject.ddc620
dc.titleIdentifying shifts between two regression curvesen
dc.typeTextde
dc.type.publicationtypeworkingPaperde
dcterms.accessRightsopen access
eldorado.secondarypublicationfalsede

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