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Titel
Identifying shifts between two regression curves / Holger Dette, Subhra Sankar Dhar, Weichi Wu
VerfasserDette, Holger ; Sankar Dhar, Subhra ; Wu, Weichi
ErschienenDortmund : Universitätsbibliothek Dortmund, August 2019
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Elektronische Ressource
Umfang1 Online-Ressource (34 Seiten) : Diagramme
SerieDiscussion paper ; Nr. 16/2019
URNurn:nbn:de:hbz:6:2-125691 
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Identifying shifts between two regression curves [0.97 mb]
Zusammenfassung

This article studies the problem whether two convex (concave) regression functions modelling the relation between a response and covariate in two samples differ by a shift in the horizontal and/or vertical axis. We consider a nonparametric situation assuming only smoothness of the regression functions. A graphical tool based on the derivatives of the regression functions and their inverses is proposed to answer this question and studied in several examples. We also formalize this question in a corresponding hypothesis and develop a statistical test. The asymptotic properties of the corresponding test statistic are investigated under the null hypothesis and local alternatives. In contrast to most of the literature on comparing shape invariant models, which requires independent data the procedure is applicable for dependent and non-stationary data. We also illustrate the nite sample properties of the new test by means of a small simulation study and a real data example.

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