Diack, CAT
Abstract
Abstract This paper proposes a hypothesis testing procedure for nonparametric regression models based on regression splines. We assume that the sample is a part of stationary sequence which satisfy a mild mixing property. The approach yields tests of monotonicity and convexity.
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Abstract This paper proposes a hypothesis testing procedure for nonparametric regression models based on regression splines. We assume that the sample is a part of stationary sequence which satisfy a mild mixing property. The approach yields tests of monotonicity and convexity.
Key concepts: Convexity, Mathematics, Nonparametric regression, Regression, Property (philosophy), Monotonic function, Regression analysis, Cross-sectional regression