A Kolmogorov-type test for monotonicity of regression

Cécile Durot

Statistics & Probability Letters, 2003, vol. 63, issue 4, 425-433

Abstract: A new nonparametric procedure for testing monotonicity of a regression mean is proposed. The test is shown to have prescribed asymptotic level and good asymptotic power. It is based on the supremum distance from an empirical process to its least concave majorant and is very easily implementable. A simulation study is reported to demonstrate finite sample behavior of the procedure.

Keywords: Test; for; monotonicity; Least; concave; majorant; Local; alternative; Power; Nonparametric; test (search for similar items in EconPapers)
Date: 2003
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Citations: View citations in EconPapers (16)

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