B0268
Title: Robust testing to compare regression curves
Authors: Juan-Carlos Pardo-Fernandez - Universidade de Vigo (Spain) [presenting]
Graciela Boente - Universidad de Buenos Aires (Argentina)
Abstract: The problem of testing for the equality of regression curves against general alternatives in a fully nonparametric setting is considered. A test statistic based on an $L_2$-distance between empirical characteristic functions of residuals is considered. To protect against atypical observations, the residuals are obtained by using robust estimates of the regression functions. The asymptotic distribution of the test statistic is analysed, and a small Monte Carlo study is performed to investigate the finite sample behaviour of the proposed test.
