Bitte verwenden Sie diesen Link, um diese Publikation zu zitieren, oder auf sie als Internetquelle zu verweisen: https://hdl.handle.net/10419/77299 
Erscheinungsjahr: 
2000
Schriftenreihe/Nr.: 
Technical Report No. 2000,62
Verlag: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Zusammenfassung: 
We propose a new test for the comparison of two regression curves, which is based on a difference of two marked empirical processes based on residuals. The large sample behaviour of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In contrast to most procedures suggested in the literature the new procedure is applicable in the case of different design points and heteroscedasticity. Moreover, it is demonstrated that the proposed test detects continuous alternatives converging to the null at a rate N-1/2. In the case of equal design points the fundamental statistic reduces to a test statistic proposed by Delgado (1993) and therefore resembles in spirit classical goodness-of-fit tests. As a byproduct we explain the problems of a related test proposed by Kulasekera (1995) and Kulasekera and Wang (1997) with respect to accuracy in the approximation of the level. These difficulties mainly originate from the comparison with the quantiles of an inappropriate limit distribution. A simulation study is conducted to investigate the finite sample properties of a wild bootstrap version of the new tests.
Schlagwörter: 
comparison of regression curves
goodness of fit
marked empirical process
VC classes
U processes
Dokumentart: 
Working Paper

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