论文部分内容阅读
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).