Comparing regression curves: an L1-point of view

被引:1
|
作者
Bastian, Patrick [1 ]
Dette, Holger [1 ]
Koletzko, Lukas [1 ]
Moellenhoff, Kathrin [2 ]
机构
[1] Ruhr Univ Bochum, Fak Math, Univ Str 150, D-44780 Bochum, Germany
[2] Heinrich Heine Univ Dusseldorf, Math Naturwissenschaftl Fak, Univ Str 1, D-40225 Dusseldorf, Germany
关键词
Equivalence testing; Comparison of curves; Bootstrap; Directional Hadamard differentiability; SIMULTANEOUS CONFIDENCE BANDS; MODELS; EQUIVALENCE;
D O I
10.1007/s10463-023-00880-8
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we compare two regression curves by measuring their difference by the area between the two curves, represented by their L-1-distance. We develop asymptotic confidence intervals for this measure and statistical tests to investigate the similarity/equivalence of the two curves. Bootstrap methodology specifically designed for equivalence testing is developed to obtain procedures with good finite sample properties and its consistency is rigorously proved. The finite sample properties are investigated by means of a small simulation study.
引用
收藏
页码:159 / 183
页数:25
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