Comparing regression curves: an L1-point of view

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. Bootstr...

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Veröffentlicht in:Annals of the Institute of Statistical Mathematics 2024-02, Vol.76 (1), p.159-183
Hauptverfasser: Bastian, Patrick, Dette, Holger, Koletzko, Lukas, Möllenhoff, Kathrin
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Sprache:eng
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Zusammenfassung: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.
ISSN:0020-3157
1572-9052
DOI:10.1007/s10463-023-00880-8