Robust tests for the comparison of regression curves
J. C. Pardo-Fernández, G. Boente
In this talk, we will consider the problem of testing for the equality of regression curves against general alternatives in a fully nonparametric setting. It is well known that outliers or atypical observations in the samples affect the quality of the classical estimators and inferential procedures, particularly when performing tests. Robust methods are then necessary in order to provide correct estimators and inferences.
We will describe and study a new robust test for comparing regression curves. The test statistic is based on an L2-distance between empirical characteristic functions of residuals. 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.
Keywords: nonparametric regression, robust estimation, hypothesis testing
Scheduled
GT18 Non-parametric statistics III. Nonparametric inference for regression
June 9, 2022 5:10 PM
A15
Other papers in the same session
M. Alonso-Pena, I. Gijbels, R. M. Crujeiras
F. J. Navas Gómez, M. L. Gámiz Pérez, R. Raya Miranda
J. Ameijeiras-Alonso, I. Gijbels
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
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5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
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5/16/22
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