The Annals of Statistics, Vol. 28, No. 4 (Aug., 2000), pp. 1054-1082 (29 pages) We consider the problem of testing monotonicity of the regression function in a nonparametric regression model. We ...
We propose new data-driven smooth tests for a parametric regression function. The smoothing parameter is selected through a new criterion that favors a large smoothing parameter under the null ...