Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/61308
Authors: 
Diack, Cheikh A. T.
Thomas-Agnan, Christine
Year of Publication: 
1998
Series/Report no.: 
Discussion Papers, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes 1998,43
Abstract: 
This paper proposes a nonparametric test of the non-convexity of a smooth regression function based on least squares or hybrid splines. By a simple formulation of the convexity hypothesis in the class of all polynomial cubic splines, we build a test which has an asymptotic size equal to the nominal level. It is shown that the test is consistent and is robust to nonnormality. The behavior of the test under the local alternatives is studied.
Subjects: 
least squares estimator
test of convexity
B-splines
modulus of continuity
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

Files in This Item:
File
Size
287.55 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.