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<p>Two-sample location-scale refers to a situation in which a pair of random variables are linearly related to a base random variable that has mean 0 and variance 1. Using a formulation that leverages the location-scale structure, a semiparametric estimator of the vertical quantile comparison function is proposed and its large-sample properties are derived. Its efficacy relative to that of a nonparametric estimator as well as its robustness to departures from location-scale models is investigated through numerical studies.</p>

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Vertical quantile comparison functions estimation in location scale families

  • 期刊论文

  • 出版模式：

    开放获取

  • 发表日期：

    2026年5月27日

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  • Kristian Nestor,
  • Sundarraman Subramanian

摘要

Two-sample location-scale refers to a situation in which a pair of random variables are linearly related to a base random variable that has mean 0 and variance 1. Using a formulation that leverages the location-scale structure, a semiparametric estimator of the vertical quantile comparison function is proposed and its large-sample properties are derived. Its efficacy relative to that of a nonparametric estimator as well as its robustness to departures from location-scale models is investigated through numerical studies.