ANCOVA: A Global Test Based on a Robust Measure of Location or Quantiles When There Is Curvature

Abstract

For two independent groups, let M_j(x) be some conditional measure of location for the j^th group associated with some variable Y, given that some covariate X = x. The goal is to test H₀: M₁(x) = M₂(x) for ∀x ∈ {x₁,...,x_p} when using a robust or quantile location estimator