A Kolmogorov-type test for monotonicity of regression

✍ Scribed by Cécile Durot

• Publisher: Elsevier Science
• Year: 2003
• Tongue: English
• Weight: 216 KB
• Volume: 63
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(03)00122-6

✦ Synopsis

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 ÿnite sample behavior of the procedure.