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Testing equality of functions under monotonicity constraints

Abstract

We consider the problem of testing equality of functions fj:[0,1]Rf_j:[0,1]\to \mathbb{R} for j=1,2,...,Jj=1,2,...,J the basis of JJ independent samples from possibly different distributions under the assumption that the functions are monotone. We provide a uniform approach that covers testing equality of monotone regression curves, equality of monotone densities and equality of monotone hazards in the random censorship model. Two test statistics are proposed based on L1L_1-distances. We show that both statistics are asymptotically normal and we provide bootstrap implementations, which are shown to have critical regions with asymptotic level α\alpha.

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