Testing Monotonicity of Regression.

This paper provides a test of monotonicity of a regression function. The test is based on the size of a "critical" bandwidth, the amount of smooting necessary to force a nonparametric regression estimate to be monotone. It is analogous to Silverman's test of multimodality in density estimation.

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Year of publication:	1996
Authors:	Bowman, A-W ; Jones, M-C ; Gijbels, I
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	STATISTICS

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	18 pages
Classification:	C1 - Econometric and Statistical Methods: General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005475069