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On the estimation of the function and its derivatives in nonparametric regression: A bayesian testimation approach

โœ Scribed by Athanasia Petsa; Theofanis Sapatinas


Book ID
113109409
Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
275 KB
Volume
73
Category
Article
ISSN
0976-836X

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โœ Nancy E. Heckman; Bing Li ๐Ÿ“‚ Article ๐Ÿ“… 1996 ๐Ÿ› Springer Japan ๐ŸŒ English โš– 936 KB

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