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 |
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| container_title | Annals of the Institute of Statistical Mathematics |
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| creator | Bastian, Patrick Dette, Holger Koletzko, Lukas Möllenhoff, Kathrin |
| description | 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. |
| doi_str_mv | 10.1007/s10463-023-00880-8 |
| format | Article |
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L
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L
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L
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| ispartof | Annals of the Institute of Statistical Mathematics, 2024-02, Vol.76 (1), p.159-183 |
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| language | eng |
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| source | 2022 ECC(Springer) |
| subjects | Asymptotic methods Confidence intervals Economics Equivalence Finance Insurance Management Mathematics Mathematics and Statistics Statistical analysis Statistical tests Statistics Statistics for Business |
| title | Comparing regression curves: an L1-point of view |
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