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Tests for monotonicity of a regression mean with guaranteed level

Gijbels, Irene; Hall, Peter; Jones, M; Koch, I

Description

In this paper a nonparametric procedure for testing for monotonicity of a regression mean with guaranteed level is proposed. The procedure is based on signs of differences of observations from the response variable. The test is calibrated against the most difficult null hypothesis, when the regression function is constant, and produces an exact test in this context. In general, the test is conservative. The power of the test is good, and comparable with that of other nonparametric tests. It is...[Show more]

CollectionsANU Research Publications
Date published: 2000
Type: Journal article
URI: http://hdl.handle.net/1885/89494
Source: Biometrika

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