2015, 2000, English, Article, Journal or magazine article edition: Tests for monotonicity of a regression mean with guaranteed level Gijbels, Irene; Hall, Peter; Jones, M; ...

User activity

Share to:
 
Bookmark: https://trove.nla.gov.au/version/221366833
Physical Description
  • journal article
Published
  • Biometrika Trust, 2015-12-13T23:16:36Z 2000 2015-12-12T08:48:51Z
Language
  • English

Edition details

Title
  • Tests for monotonicity of a regression mean with guaranteed level
Author
  • Gijbels, Irene
  • Hall, Peter
  • Jones, M
  • Koch, I
Published
  • Biometrika Trust, 2015-12-13T23:16:36Z 2000 2015-12-12T08:48:51Z
Physical Description
  • journal article
Part Of
  • Biometrika
Subjects
Summary
  • 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 shown that the testing procedure has asymptotic power 1 against certain local alternatives. The method is also robust against heavy-tailed error distributions, and even maintains good power when the errors are for example Cauchy distributed. A simulation study is provided to demonstrate finite-sample behaviour of the testing procedure.
Language
  • English
Identifier
  • oai:openresearch-repository.anu.edu.au:1885/​89494
  • oai:digitalcollections.anu.edu.au:1885/​89494
  • 0006-3444

Get this edition

Other links

  • Set up My libraries

    How do I set up "My libraries"?

    In order to set up a list of libraries that you have access to, you must first login or sign up. Then set up a personal list of libraries from your profile page by clicking on your user name at the top right of any screen.

  • All (1)
  • ACT (1)
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.
None of your libraries hold this item.

User activity


e.g. test cricket, Perth (WA), "Parkes, Henry"

Separate different tags with a comma. To include a comma in your tag, surround the tag with double quotes.

Be the first to add a tag for this edition

Be the first to add this to a list

Comments and reviews

What are comments? Add a comment

No user comments or reviews for this version

Add a comment