Testing nonparametric shape restrictions
From MaRDI portal
Abstract: We describe and examine a test for a general class of shape constraints, such as constraints on the signs of derivatives, U-(S-)shape, symmetry, quasi-convexity, log-convexity, -convexity, among others, in a nonparametric framework using partial sums empirical processes. We show that, after a suitable transformation, its asymptotic distribution is a functional of the standard Brownian motion, so that critical values are available. However, due to the possible poor approximation of the asymptotic critical values to the finite sample ones, we also describe a valid bootstrap algorithm.
Recommendations
Cites work
- scientific article; zbMATH DE number 3833112 (Why is no real title available?)
- scientific article; zbMATH DE number 412098 (Why is no real title available?)
- scientific article; zbMATH DE number 3502628 (Why is no real title available?)
- scientific article; zbMATH DE number 1077338 (Why is no real title available?)
- scientific article; zbMATH DE number 3421754 (Why is no real title available?)
- A Data Smoothing Technique for Piecewise Convex/Concave Curves
- A nonparametric test of the non-convexity of regression
- A practical guide to splines
- A simple nonparametric estimator of a strictly monotone regression function
- A warp-speed method for conducting Monte Carlo experiments involving bootstrap estimators
- Asymptotic integrated mean square error using least squares and bias minimizing splines
- Asymptotic properties of penalized spline estimators
- Consistency in concave regression
- Convexity according to means
- Distribution free goodness-of-fit tests for linear processes
- Estimating a Convex Function in Nonparametric Regression
- Estimating a smooth monotone regression function
- Flexible smoothing with B-splines and penalties. With comments and a rejoinder by the authors
- Global risk bounds and adaptation in univariate convex regression
- Inference using shape-restricted regression splines
- Invariance principles for recursive residuals
- Martingale Approach in the Theory of Goodness-of-Fit Tests
- Maximum Likelihood Estimates of Monotone Parameters
- Nonparametric kernel regression subject to monotonicity constraints
- Nonparametric model checks for regression
- On nonparametric tests of positivity/monotonicity/convexity
- Optimal uniform convergence rates and asymptotic normality for series estimators under weak dependence and weak conditions
- Point Estimates of Ordinates of Concave Functions
- Series estimation under cross-sectional dependence
- TESTING REGRESSION MONOTONICITY IN ECONOMETRIC MODELS
- Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
- Testing for monotonicity of a regression mean by calibrating for linear functions.
- Testing monotonicity of regression.
- Testing monotonicity via local least concave majorants
- Testing the monotonicity or convexity of a function using regression splines
- The asymptotic behavior of monotone regression estimates
Cited in
(5)- On Testing the Extent of Noncircularity
- Test shape constraints in semiparametric model with Bernstein polynomials
- Imposing and Testing for Shape Restrictions in Flexible Parametric Models
- The shapes of non-generic figures, and applications to collinearity testing
- Nonparametric test of restricted interchangeability
This page was built for publication: Testing nonparametric shape restrictions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6183865)
