Testing Monotonicity of Regression

A-W Bowman, M-C Jones and I Gijbels

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: This paper provides a test of monotonicity of a regression function. The test is based on the size of a "critical" bandwidth, the amount of smooting necessary to force a nonparametric regression estimate to be monotone. It is analogous to Silverman's test of multimodality in density estimation.

Keywords: STATISTICS (search for similar items in EconPapers)
JEL-codes: C1 (search for similar items in EconPapers)
Pages: 18 pages
Date: 1996
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:9610

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