Application of Local Rank Tests for Nonparametric Regression

Dümbgen, Lutz (2002). Application of Local Rank Tests for Nonparametric Regression. Journal of Nonparametric Statistics, 14(5), pp. 511-537. Taylor & Francis 10.1080/10485250213903

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Let Y_i = f(x_i) + E_i\ (1\le i\le n) with given covariates x_1\lt x_2\lt \cdots\lt x_n , an unknown regression function f and independent random errors E_i with median zero. It is shown how to apply several linear rank test statistics simultaneously in order to test monotonicity of f in various regions and to identify its local extrema.

Item Type:

Journal Article (Original Article)

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Dümbgen, Lutz

Subjects:

500 Science > 510 Mathematics

ISSN:

1048-5252

Publisher:

Taylor & Francis

Language:

English

Submitter:

Lutz Dümbgen

Date Deposited:

14 Dec 2015 10:50

Last Modified:

05 Dec 2022 14:50

Publisher DOI:

10.1080/10485250213903

BORIS DOI:

10.7892/boris.73750

URI:

https://boris.unibe.ch/id/eprint/73750

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