Statistics seminar

Abstract: In this talk, I will give an introduction to global tests for quantile regression, i.e., statistical tests allowing for simultaneous inference of the quantile regression process, with graphical interpretation. The proposed global quantile regression tests can determine not only if there is a difference, but it can also determine for which quantiles the difference is significant on the global significance level. The case where the effect of a factor (e.g., a categorical factor giving the group) on the distribution functions is of interest but confounded with other factors affecting the distributions is studied. An extensive simulation study is conducted to compare the global quantile regression tests with classical graphical tests based on the Kolmogorov-Smirnov test statistic. This is a joint work with Tomáš Mrkvička, Mari Myllymäki and Mikko Kuronen.