A Nonparametric Test of The Non-Convexity of Regression.

This paper proposes a nonparametric regression test of non-convexity of a smooth regression function based on least-squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has asymptotically size alpha and is asymptotically unbiased and consistent.

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Year of publication:	1996
Authors:	Diack, C.A.T. ; Thomas-Agnan, C.
Institutions:	Groupe de Recherche en Économie Mathématique et Quantitative (GREMAQ), Toulouse School of Economics (TSE)
Subject:	ECONOMETRICS

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Series:	Toulouse - GREMAQ.
Type of publication:	Book / Working Paper
Notes:	20 pages
Classification:	C14 - Semiparametric and Nonparametric Methods
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005639374