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Nonparametric tests for bounds on the derivative of a regression function

✍ Scribed by Nancy E. Heckman; Bing Li

Publisher
Springer Japan
Year
1996
Tongue
English
Weight
936 KB
Volume
48
Category
Article
ISSN
0020-3157

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✦ Synopsis

We consider two tests of the null hypothesis that the k-th derivative of a regression function is uniformly bounded by a specified constant. These tests can be used to study the shape of the regression function. For instance, we can test for convexity of the regression function by setting k = 2 and the constant equal to zero. Our tests are based on k-th order divided difference of the observations. The asymptotic distribution and efficacies of these tests are computed and simulation results presented.

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