Testing Monotonicity of Regression Functions – An Empirical Process Approach
Version of Record online: 18 DEC 2012
© 2012 Board of the Foundation of the Scandinavian Journal of Statistics
Scandinavian Journal of Statistics
Volume 40, Issue 3, pages 438–454, September 2013
How to Cite
BIRKE, M. and NEUMEYER, N. (2013), Testing Monotonicity of Regression Functions – An Empirical Process Approach. Scandinavian Journal of Statistics, 40: 438–454. doi: 10.1111/j.1467-9469.2012.00820.x
- Issue online: 7 AUG 2013
- Version of Record online: 18 DEC 2012
- Received February 2010, in final form September 2012
Additional information for this article is available onlineincluding detailed proofs of the consistency results in lemmata 1,3, 4 and the weak convergence in the main result theorem 5. Furtherthe asymptotic validity of the bootstrap versions of the tests aresketched and it is demonstrated that an anlogous version ofStute’s (1997) test [see (1)] does not work in the context oftesting for monotonicity.
|sjos820_sm_Proofs.pdf||139K||Supporting info item|
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