Premium
Testing Constancy for Isotonic Regressions
Author(s) -
COLUBI ANA,
SANTOS DOMÍNGUEZMENCHERO J.,
GONZÁLEZRODRÍGUEZ GIL
Publication year - 2006
Publication title -
scandinavian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.359
H-Index - 65
eISSN - 1467-9469
pISSN - 0303-6898
DOI - 10.1111/j.1467-9469.2006.00493.x
Subject(s) - mathematics , isotonic regression , normality , isotonic , statistics , parametric statistics , regression , mean square , regression analysis , estimator , medicine
. In this paper, we propose a bootstrap method for testing the constancy of an isotonic regression. The technique we develop is completely non‐parametric and enlarges the appli‐cability of the classical chi‐bar‐squared tests, which require normality assumptions. We prove that our procedure is asymptotically correct and consistent. Moreover, by means of simulations we show that it behaves suitably in practice, and similarly to the chi‐bar‐squared tests under normality. Finally, we illustrate the method with the study of a real case that is well known in the related literature.