instituto de matemáticas universidad de sevilla
Antonio de Castro Brzezicki
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Robust testing for superiority between two regression curves
Seminario Tópicos en Estadística e Investigación Operativa
In this talk we will focus on the problem of testing the null hypothesis that the regression functions of two populations are equal versus one-sided alternatives under a general nonparametric homoscedastic regression model. To protect against atypical observations, the test statistic is based on the residuals obtained by using a robust estimate for the regression function under the null hypothesis. The asymptotic distribution of the test statistic is studied under the null hypothesis and under root-n contiguous alternatives. A Monte Carlo study is performed to compare the finite sample behaviour of the proposed tests with the classical one obtained using local averages. Finally, a sensitivity analysis is carried on a real data set

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