Abstract
Employing the regression rankscore approach of Gutenbrunner and Jurečková [2] we consider rank tests designed to detect heterogeneous treatment effects concentrated in the upper tail of the conditional response distribution given other covariates.
Information
Published: 1 January 2010
First available in Project Euclid: 29 November 2010
MathSciNet: MR2808374
Digital Object Identifier: 10.1214/10-IMSCOLL714
Subjects:
Primary:
62G10
Secondary:
62J05
Keywords:
quantile treatment effect
,
rank test
,
regression rankscores
Rights: Copyright © 2010, Institute of Mathematical Statistics