Comparison of curves based on a Cramer-von Mises statistic
In this article, we propose a test to compare two curves and investigate the limiting behavior of the test statistic. The test can detect the local alternative converging to the null at the parametric rate 1/ rootn. To calculate the critical values, the bootstrap resample technique is used. To find out how the test works, we conduct a simulation experiment to study the level and power of the bootstrap test. We also compare the test with those proposed by Hall and Hart (J. Amer. Statist. Assoc. 85 (1990) 1039) and Young and Bowman (Biometrics 51 (1995) 920) in the simulation study. The tests are further used to analyze a real data set. (C) 2003 Elsevier B.V. All rights reserved.
bootstrap gaussian processes empirical nominal level