A new approach to testing for monotonicity of a regression mean, not
requiring computation of a curve estimator or a bandwidth, is suggested. It is
based on the notion of “running gradients ” over short intervals,
although from some viewpoints it may be regarded as an analogue for
monotonicity testing of the dip/excess mass approach for testing modality
hypotheses about densities. Like the latter methods, the new technique does not
suffer difficulties caused by almost-flat parts of the target function. In
fact, it is calibrated so as to work well for flat response curves, and as a
result it has relatively good power properties in boundary cases where the
curve exhibits shoulders. In this respect, as well as in its construction, the
“running gradients” approach differs from alternative techniques
based on the notion of a critical bandwidth.