On The Bootstrap Quantile-treatment-effect Test

摘要：

Let ”X1,...,Xn” and ”Y1,...,Ym” be two samples of independent and identically distributed observations with common continuous cumulative distribution functions F(x)=P(X ≤ x)and G(y)=P(Y ≤ y),respectively.In this article,we would like to test the no quantile treatment effect hypothesis HO:F =G.We develop a bootstrap quantile-treatment-effect test procedure for testing HO under the location-scale shift model.Our test procedure avoids the calculation of the check function(which is non-differentiable at the origin and makes solving the quantile effects difficult in typical quantile regression analysis).

关键词： Brownian bridge bootstrap Monte Carlo simulation order statistics two-sample case quantile-treatment-effects

作者: Maozai Tian

作者单位: Center for Applied Statistics,School of Statistics Remin University of China,Beijing,100872,China

会议类型: 国内会议

会议名称: 第四届临床评价方法与应用国际研讨会(2011)

会议地点: 北京

会议语种:英文

页码: 1-1

在线出版日期: 2011-07-02（万方平台首次上网日期，不代表论文的发表时间）