Statistical test of the existence of a turning point

Lennart Andersson · Gothenburg University Publications Electronic Archive (Gothenburg University) · 2000

A method for testing monotonicity versus unimodality is presented. One specification of the problem is treated in detail. It is also discussed how transformations and combinations can be used to get solutions for other specifications. A maximum likelihood ratio test based on non-parametric regression estimates is derived. A test with an upper limit for the size is presented. The power of the test is examined by a simulation study.

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