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.

引用

页码：511 / 537

页数：27

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