B0718
Title: Robust testing for superiority between two regression curves
Authors: Juan-Carlos Pardo-Fernandez - Universidade de Vigo (Spain) [presenting]
Graciela Boente - Universidad de Buenos Aires (Argentina)
Abstract: The focus is 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. A sensitivity analysis is carried on a real data set.
