Identifying shifts between two regression curves
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Publication:2230873
DOI10.1007/S10463-020-00771-2zbMATH Open1473.62133arXiv1908.04328OpenAlexW3118282770MaRDI QIDQ2230873FDOQ2230873
Authors: Subhra Sankar Dhar, Weichi Wu, Holger Dette 
Publication date: 28 September 2021
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Abstract: 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 finite sample properties of the new test by means of a small simulation study and a real data example.
Full work available at URL: https://arxiv.org/abs/1908.04328
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