Robust tests for the comparison of regression curves

Robust tests for the comparison of regression curves


2022-10-27 - 14:00

Autor: Juan Carlos Pardo-Fernández  - Universidade de Vigo 


It is well known that outliers or atypical observations in the samples may 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. In this talk, we will consider the problem of testing for the equality of regression curves against general alternatives in a fully nonparametric setting. 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.

This is joint work with Graciela Boente (Universidad de Buenos Aires)


Zoom link