Resource title

Testing strict monotonicity in nonparametric regression

Resource image

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Resource description

A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the ?true? regression function is strictly monotone, and a test based on an L2-distance is investigated. The asymptotic normality of the corresponding test statistic is established under the null hypothesis of strict monotonicity.

Resource author

Melanie Birke, Holger Dette

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22693

Resource license

Adapt according to the presented license agreement and reference the original author.