Authors: Birke, Melanie
Dette, Holger
Title: Testing strict monotonicity in nonparametric regression
Language (ISO): en
Abstract: 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. AMS Subject Classification: 62G10
Subject Headings: Goodness-of-fit test
Nonparametric regression
Strictly monotone regression
URI: http://hdl.handle.net/2003/23300
http://dx.doi.org/10.17877/DE290R-27
Issue Date: 2007-02-21T14:44:43Z
Appears in Collections:Sonderforschungsbereich (SFB) 475

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