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Birke, Melanie
Dette, Holger
Year of Publication: 
Series/Report no.: 
Technical Report 2006,49
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.
nonparametric regression
strictly monotone regression
goodness-of-fit test
Document Type: 
Working Paper

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