Open Access
Translator Disclaimer
August 2000 Testing monotonicity of regression
Subhashis Ghosal, Arusharka Sen, Aad W. van der Vaart
Ann. Statist. 28(4): 1054-1082 (August 2000). DOI: 10.1214/aos/1015956707

Abstract

We consider the problem of testing monotonicity of the regression function in a nonparametric regression model. We introduce test statistics that are functionals of a certain natural $U$-process. We study the limiting distribution of these test statistics through strong approximation methods and the extreme value theory for Gaussian processes. We show that the tests are consistent against general alternatives.

Citation

Download Citation

Subhashis Ghosal. Arusharka Sen. Aad W. van der Vaart. "Testing monotonicity of regression." Ann. Statist. 28 (4) 1054 - 1082, August 2000. https://doi.org/10.1214/aos/1015956707

Information

Published: August 2000
First available in Project Euclid: 12 March 2002

zbMATH: 1105.62337
MathSciNet: MR1810919
Digital Object Identifier: 10.1214/aos/1015956707

Subjects:
Primary: 62G08 , 62G10
Secondary: 62G20

Keywords: $U$-process , empirical process , Extreme values , Gaussian process , monotone regression , strong approximation

Rights: Copyright © 2000 Institute of Mathematical Statistics

JOURNAL ARTICLE
29 PAGES


SHARE
Vol.28 • No. 4 • August 2000
Back to Top