Testing Equality of Nonparametric Quantile Regression Functions

Chinthaka Kuruwita, Colin Gallagher, K. B. Kulasekera

Abstract


This article proposes a new approach for testing the equality of nonparametric quantile regression functions based on marked empirical processes. We develop test statistics that posses better Type I and power properties in comparison to all available procedures in the literature. Simulation results also indicate that our tests have superior local power properties over existing tests. A data analysis is given which highlights the usefulness of the proposed methodology.

Full Text: PDF DOI: 10.5539/ijsp.v3n1p55

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International Journal of Statistics and Probability   ISSN 1927-7032(Print)   ISSN 1927-7040(Online)

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