A Nonparametric Test of The Non-Convexity of Regression

C.A.T. Diack and Christine Thomas-Agnan

Working Papers from Toulouse - GREMAQ

Abstract: This paper proposes a nonparametric regression test of non-convexity of a smooth regression function based on least-squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has asymptotically size alpha and is asymptotically unbiased and consistent.

Keywords: ECONOMETRICS (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
Pages: 20 pages
Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:fth:gremaq:976.427

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