I have kernel density estimates of survival functions from different datasets. These density estimates are produced just to have smoothed versions of the original survival function which is a step function.
I don't know the functional form of the kernel that was used. I need to compare these kernel density estimated curves - is fitting polynomials to these smooth kernel density estimates a good way to see if they differ from each other much?
Its important that I compare the smoothed curves and not the underlying unsmoothed data. I am in a way dealing with the same type of problem as here: Fitting a CDF to differentiate symbolically only I already have the kernel densities, and just need some metrics to compare them. I already posted this question here Polynomial fit for a kernel smoothed function,
but think this is a better way to phrase it.