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
Format:	Artikel
Sprache:	eng
Schlagworte:	Asymptotic methods Confidence intervals Economics Equivalence Finance Insurance Management Mathematics Mathematics and Statistics Statistical analysis Statistical tests Statistics Statistics for Business
Online-Zugang:	Volltext
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