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Testing Monotonicity of Regression Functions – An Empirical Process Approach

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  • MELANIE BIRKE
  • NATALIE NEUMEYER

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  • Melanie Birke & Natalie Neumeyer, 2013. "Testing Monotonicity of Regression Functions – An Empirical Process Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(3), pages 438-454, September.
    • Handle: RePEc:bla:scjsta:v:40:y:2013:i:3:p:438-454
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    File URL: http://hdl.handle.net/10.1111/j.1467-9469.2012.00820.x
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    References listed on IDEAS

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    1. Natalie Neumeyer & Ingrid Van Keilegom, 2009. "Change‐Point Tests for the Error Distribution in Non‐parametric Regression," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 518-541, September.
    2. Durot, Cécile, 2003. "A Kolmogorov-type test for monotonicity of regression," Statistics & Probability Letters, Elsevier, vol. 63(4), pages 425-433, July.
    3. Ingrid Keilegom & Wenceslao González Manteiga & César Sánchez Sellero, 2008. "Goodness-of-fit tests in parametric regression based on the estimation of the error distribution," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 17(2), pages 401-415, August.
    4. Blondin, David, 2007. "Rates of strong uniform consistency for local least squares kernel regression estimators," Statistics & Probability Letters, Elsevier, vol. 77(14), pages 1526-1534, August.
    5. Melanie Birke & Holger Dette, 2008. "A note on estimating a smooth monotone regression by combining kernel and density estimates," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 20(8), pages 679-691.
    6. Michael G. Akritas & Ingrid Van Keilegom, 2001. "Non‐parametric Estimation of the Residual Distribution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 28(3), pages 549-567, September.
    7. Natalie Neumeyer, 2009. "Smooth Residual Bootstrap for Empirical Processes of Non‐parametric Regression Residuals," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(2), pages 204-228, June.
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    Cited by:

    1. Gutknecht, Daniel, 2016. "Testing for monotonicity under endogeneity," Journal of Econometrics, Elsevier, vol. 190(1), pages 100-114.
    2. Daniel Gutknecht, 2013. "Testing for Monotonicity under Endogeneity An Application to the Reservation Wage Function," Economics Series Working Papers 673, University of Oxford, Department of Economics.

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