Dette, HolgerVolgushev, StanislavWagener, Jens2011-03-232011-03-232011-03-23http://hdl.handle.net/2003/2766410.17877/DE290R-13066A 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.enDiscussion Paper / SFB 823;12/2011crossing quantile curvesmonotone rearrangementsnonparametric analysis of covariancequantile regression310330620working paper