TESTING MONOTONICITY OF REGRESSIONBy
نویسندگان
چکیده
We consider the problem of testing monotonicity of the regression function in a standard nonparametric regression model. We introduce test statistics that are functionals of a certain natural U-process. We study the limiting distribution of these test statistics through strong approximation methods and the extreme value theory for Gaussian processes. We show that the tests are consistent against general alternatives .
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تاریخ انتشار 1998