Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/22693 
Year of Publication: 
2006
Series/Report no.: 
Technical Report No. 2006,49
Publisher: 
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen, Dortmund
Abstract: 
A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the ?true? regression function is strictly monotone, and a test based on an L2-distance is investigated. The asymptotic normality of the corresponding test statistic is established under the null hypothesis of strict monotonicity.
Subjects: 
nonparametric regression
strictly monotone regression
goodness-of-fit test
Document Type: 
Working Paper

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