Application of local rank tests to nonparametric regression

被引：14
|
作者：
Dümbgen, L [1 ]
机构：
[1] Univ Bern, Dept Stat, CH-3012 Bern, Switzerland
来源：
JOURNAL OF NONPARAMETRIC STATISTICS | 2002年 / 14卷 / 05期
关键词：
exponential inequality; linear rank statistic; modality; monotonicity; multiscale testing; quadratic complexity;
D O I：
10.1080/1048525021000002127
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Let Y-i = f(x(i)) + E-i (1 less than or equal to i less than or equal to n) with given covariates x(1) < x(2) < ... < 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 off in various regions and to identify its local extrema.
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页码：511 / 537
页数：27
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