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) |
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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 |