We consider two tests of the null hypothesis that the k-th derivative of a regression function is uniformly bounded by a specified constant. These tests can be used to study the shape of the regression function. For instance, we can test for convexity of the regression function by setting k = 2 and the constant equal to zero. Our tests are based on k-th order divided difference of the observations. The asymptotic distribution and efficacies of these tests are computed and simulation results presented.
|Original language||English (US)|
|Number of pages||22|
|Journal||Annals of the Institute of Statistical Mathematics|
|State||Published - Jan 1 1996|
All Science Journal Classification (ASJC) codes
- Statistics and Probability