Arbeitspapier
A consistent nonparametric test of the convexity of regression based on least squares splines
This paper provides a test of convexity of a regression function. This test is based on the least squares splines. The test statistic is shown to be asymptotically of size equal to the nominal level, while diverging to infinity if the convexity is misspecified. Therefore, the test is consistent against all deviations from the null hypothesis.
- Sprache
-
Englisch
- Erschienen in
-
Series: SFB 373 Discussion Paper ; No. 1998,44
- Klassifikation
-
Wirtschaft
- Thema
-
least squares estimator
test of convexity
Likelihood ratio test
convex cone
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Diack, Cheikh A. T.
- Ereignis
-
Veröffentlichung
- (wer)
-
Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
- (wo)
-
Berlin
- (wann)
-
1998
- Handle
- URN
-
urn:nbn:de:kobv:11-10056970
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Diack, Cheikh A. T.
- Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
Entstanden
- 1998
Ähnliche Objekte (12)
A Consistent Nonparametric Test of the Convexity of Regression Based on Least Squares Splines
Optimal designs for free knot least squares splines
Optimal designs for free knot least squares splines
Penalized partial least squares based on B-Splines transformations
Nonparametric least squares estimation in integer-valued GARCH models
Least trimmed squares
Least-squares collocation
Least Trimmed Squares
Partitioned least squares
Resurrecting weighted least squares
Resurrecting weighted least squares
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
A Consistent Nonparametric Test of the Convexity of Regression Based on Least Squares Splines
Optimal designs for free knot least squares splines
Optimal designs for free knot least squares splines
Penalized partial least squares based on B-Splines transformations
Nonparametric least squares estimation in integer-valued GARCH models
Least trimmed squares
Least-squares collocation
Least Trimmed Squares
Partitioned least squares
Resurrecting weighted least squares
Resurrecting weighted least squares
Dynamic nonparametric state price density estimation using constrained least squares and the bootstrap
A Consistent Nonparametric Test of the Convexity of Regression Based on Least Squares Splines
Optimal designs for free knot least squares splines
Optimal designs for free knot least squares splines
Penalized partial least squares based on B-Splines transformations
Nonparametric least squares estimation in integer-valued GARCH models
Least trimmed squares
Least-squares collocation
Least Trimmed Squares
Partitioned least squares
Resurrecting weighted least squares
Resurrecting weighted least squares