Testing monotonicity of regression
Ghosal, Subhashis ; Sen, Arusharka ; van der Vaart, Aad W.
Ann. Statist., Tome 28 (2000) no. 3, p. 1054-1082 / Harvested from Project Euclid
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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.
Publié le : 2000-08-14
Classification:  Empirical process,  extreme values,  Gaussian process,  monotone regression,  strong approximation,  $U$-process,  62G08,  62G10,  62G20 
@article{1015956707,
     author = {Ghosal, Subhashis and Sen, Arusharka and van der Vaart, Aad W.},
     title = {Testing monotonicity of regression},
     journal = {Ann. Statist.},
     volume = {28},
     number = {3},
     year = {2000},
     pages = { 1054-1082},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1015956707}
}

Ghosal, Subhashis; Sen, Arusharka; van der Vaart, Aad W. Testing monotonicity of regression. Ann. Statist., Tome 28 (2000) no. 3, pp.  1054-1082. http://gdmltest.u-ga.fr/item/1015956707/