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Testing Constancy for Isotonic Regressions

Author

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  • ANA COLUBI
  • J. SANTOS DOMÍNGUEZ‐MENCHERO
  • GIL GONZÁLEZ‐RODRÍGUEZ

Abstract

. In this paper, we propose a bootstrap method for testing the constancy of an isotonic regression. The technique we develop is completely non‐parametric and enlarges the appli‐cability of the classical chi‐bar‐squared tests, which require normality assumptions. We prove that our procedure is asymptotically correct and consistent. Moreover, by means of simulations we show that it behaves suitably in practice, and similarly to the chi‐bar‐squared tests under normality. Finally, we illustrate the method with the study of a real case that is well known in the related literature.

Suggested Citation

  • Ana Colubi & J. Santos Domínguez‐Menchero & Gil González‐Rodríguez, 2006. "Testing Constancy for Isotonic Regressions," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(3), pages 463-475, September.
    • Handle: RePEc:bla:scjsta:v:33:y:2006:i:3:p:463-475
    DOI: 10.1111/j.1467-9469.2006.00493.x
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    Cited by:

    1. Domínguez-Menchero, J. Santos & Rivera, Javier & Torres-Manzanera, Emilio, 2014. "Optimal purchase timing in the airline market," Journal of Air Transport Management, Elsevier, vol. 40(C), pages 137-143.
    2. Simone Fiori, 2013. "An isotonic trivariate statistical regression method," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(2), pages 209-235, June.
    3. Ana Colubi & J. Santos Dominguez-Menchero & Gil Gonzalez-Rodriguez, 2018. "New designs to consistently estimate the isotonic regression," Computational Statistics, Springer, vol. 33(2), pages 639-658, June.
    4. Colubi, Ana & Domínguez-Menchero, J. Santos & González-Rodríguez, Gil, 2014. "Testing constancy in monotone response models," Computational Statistics & Data Analysis, Elsevier, vol. 72(C), pages 45-56.

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