Testing monotonicity of regression functions -- an empirical process approach

DOI10.1111/J.1467-9469.2012.00820.XMaRDI QIDQ2852621zbMATH OpenOpenAlexFDO

Authors Natalie Neumeyer, Melanie Birke

Publication date 9 October 2013

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/2003/27109

zbMATH Keywords

Kolmogorov-Smirnov testmodel testmonotone rearrangementsnonparametric regressionresidual processes

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Cites work

• A comparative study of monotone nonparametric kernel estimates
• A Kolmogorov-type test for monotonicity of regression.
• A note on estimating a smooth monotone regression by combining kernel and density estimates
• A simple nonparametric estimator of a strictly monotone regression function
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• AnL₂point of view in testing monotone regression
• Application of local rank tests to nonparametric regression
• Asymptotic Statistics
• Bootstrap Approximations in Model Checks for Regression
• Change-point tests for the error distribution in nonparametric regression
• Comparing nonparametric versus parametric regression fits
• Estimating a smooth monotone regression function
• Goodness-of-fit tests in parametric regression based on the estimation of the error distribution
• scientific article; zbMATH DE number 3680933 (Why is no real title available?)
• Non-parametric estimation of the residual distribution
• Nonparametric kernel regression subject to monotonicity constraints
• Nonparametric model checks for regression
• Rates of strong uniform consistency for local least squares kernel regression estimators
• Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals
• Testing for monotonicity of a regression mean by calibrating for linear functions.
• Testing monotonicity of regression.
• Testing strict monotonicity in nonparametric regression
• Tests for monotonicity of a regression mean with guaranteed level
• Weak convergence and empirical processes. With applications to statistics

Cited in

(13)

• Estimation and hypotheses testing in boundary regression models
• Testing for monotonicity of a regression mean by calibrating for linear functions.
• Testing monotonicity of regression.
• Testing of monotonicity in parametric regression models
• Testing strict monotonicity in nonparametric regression
• Testing monotonicity via local least concave majorants
• An F-type test for detecting departure from monotonicity in a functional linear model
• Testing equality of functions under monotonicity constraints
• Testing the monotonicity or convexity of a function using regression splines
• Tests for monotonicity of a regression mean with guaranteed level
• TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
• Testing generalized regression monotonicity
• Testing for monotonicity under endogeneity: an application to the reservation wage function

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