Application of Local Rank Tests to Nonparametric Regression

نویسنده

  • Lutz Dümbgen
چکیده

Let Yi = f(xi) + Ei (1 ≤ i ≤ n) with given covariates x1 < x2 < · · · < xn, an unknown regression function f and independent random errors Ei with median zero. It is shown how to apply several linear rank test statistics simultaneously in order to test monotonicity of f in various regions and to identify its local extrema.

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تاریخ انتشار 1999