Testing monotonicity of regression functions - an empirical process approach

Link:
Autor/in:
Erscheinungsjahr:
2013
Medientyp:
Text
Schlagworte:
  • Kolmogorov-Smirnov test
  • Model test
  • Monotone rearrangements
  • Non-parametric regression
  • Residual processes
Beschreibung:
  • We propose several new tests for monotonicity of regression functions based on different empirical processes of residuals and pseudo-residuals. The residuals are obtained from an unconstrained kernel regression estimator whereas the pseudo-residuals are obtained from an increasing regression estimator. Here, in particular, we consider a recently developed simple kernel-based estimator for increasing regression functions based on increasing rearrangements of unconstrained non-parametric estimators. The test statistics are estimated distance measures between the regression function and its increasing rearrangement. We discuss the asymptotic distributions, consistency and small sample performances of the tests.
Lizenz:
  • info:eu-repo/semantics/restrictedAccess
Quellsystem:
Forschungsinformationssystem der UHH

Interne Metadaten
Quelldatensatz
oai:www.edit.fis.uni-hamburg.de:publications/5f1a7270-28ea-4f33-9b47-c4a697b5147b