Search Results - subject:"order restricted inference"

A comparative study of monotone nonparametric kernel estimates

Pilz, Kay F.; Dette, Holger - Institut für Wirtschafts- und Sozialstatistik, … - 2004

In this paper we present a detailed numerical comparison of three monotone nonparametric kernel regression estimates, which isotonize a nonparametric curve estimator. The first estimate is the classical smoothed isotone estimate of Brunk (1958). The second method has recently been proposed by...

Persistent link: https://www.econbiz.de/10009219858

A note on nonparametric estimation of the effective dose in quantal bioassay

Dette, Holger; Neumeyer, Natalie; Pilz, Kay F. - 2003

For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...

Persistent link: https://www.econbiz.de/10010306272

A simple nonparametric estimator of a monotone regression function

Dette, Holger; Neumeyer, Natalie; Pilz, Kay F. - 2003

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

Persistent link: https://www.econbiz.de/10010306273

Testing for the Monotone Likelihood Ratio Assumption

Hennessy, David A.; Roosen, Jutta - Center for Agricultural and Rural Development (CARD), … - 2003

we have found no empirical tests for its plausibility. This paper develops such a test based on the theory of order-restricted … inference, which is robust with respect to the correlation structure of the distributions being compared. We apply the test to … ratio, order-restricted inference, stochastic order. JEL codes: C1, D8, Q0. TESTING FOR THE MONOTONE LIKELIHOOD …

Persistent link: https://www.econbiz.de/10005786239