Electronic Resource
Springer
Annals of the Institute of Statistical Mathematics
48 (1996), S. 315-336
ISSN:
1572-9052
Keywords:
Derivative of a regression function
;
convexity
;
divided differences
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
Abstract We consider two tests of the null hypothesis that the k-th derivative of a regression function is uniformly bounded by a specified constant. These tests can be used to study the shape of the regression function. For instance, we can test for convexity of the regression function by setting k=2 and the constant equal to zero. Our tests are based on k-th order divided difference of the observations. The asymptotic distribution and efficacies of these tests are computed and simulation results presented.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00054793
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