Testing equality of functions under monotonicity constraints

DOI10.1080/10485252.2013.826356MaRDI QIDQ2863060zbMATH OpenOpenAlexFDO

Authors Cécile Durot, Piet Groeneboom, Hendrik P. Lopuhaä

Publication date 21 November 2013

Published in Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1207.2118

zbMATH Keywords

asymptotic normality\(L_1\)-distancesmooth bootstrap\(k\)-sample testisotonic estimation

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Asymptotic distribution theory in statistics (62E20) Nonparametric statistical resampling methods (62G09)

Abstract: We consider the problem of testing equality of functions $f_j:[0,1]omathbbR$ for $j=1,2,\mathrm{...},J$ the basis of $J$ independent samples from possibly different distributions under the assumption that the functions are monotone. We provide a uniform approach that covers testing equality of monotone regression curves, equality of monotone densities and equality of monotone hazards in the random censorship model. Two test statistics are proposed based on $L_1$-distances. We show that both statistics are asymptotically normal and we provide bootstrap implementations, which are shown to have critical regions with asymptotic level $alpha$.

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