Verification of Turning Points

DOI10.1080/10485250213902MaRDI QIDQ4804995zbMATH OpenOpenAlexFDO

Authors Lennart Andersson, Marianne Frisén

Publication date 5 June 2003

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

Full work available at URL https://doi.org/10.1080/10485250213902

zbMATH Keywords

tablesmonotonic regressionturning pointsmaximum likelihood ratio testunimodal regression

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Recommendations

• On-line detection of turning points using non-parametric surveillance: The effect of the growth after the turn
• Consistency and power in tests with shape-restricted alternatives
• Testing strict monotonicity in nonparametric regression
• Likelihood ratio tests for monotone functions.
• A family of IDMRL tests with unknown turning point

Cites work

• scientific article; zbMATH DE number 193111 (Why is no real title available?)
• Monitoring cyclical processes. A non-parametric approach
• Nonparametric regression under qualitative smoothness assumptions
• Sample Splitting and Threshold Estimation
• The dip test of unimodality

Cited in

(4)

• Assessing the Precision of Turning Point Estimates in Polynomial Regression Functions
• On turning points
• Semiparametric estimation of outbreak regression
• Inverse test confidence intervals for turning-points: a demonstration with higher order polynomials

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