A new nonparametric estimate of a convex regression function is proposed and its stochastic properties are studied. The method starts with an unconstrained estimate of the derivative of the regression function, which is firstly isotonized and then integrated. We prove asymptotic normality of the...

A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the ?true? regression function is...

We consider the problem of testing hypotheses regarding the covariance matrix of multivariate normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently, several tests have been proposed in the case, where the sample size and dimension are of the same order, that...

A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the "trueʺ regression function is...

We consider the problem of testing hypotheses regarding the covariance matrix of multivariate normal data, if the sample size s and dimension n satisfy lim [n,s→∞] n/s = y. Recently, several tests have been proposed in the case, where the sample size and dimension are of the same order, that...

A new nonparametric estimate of a convex regression function is proposed and its stochastic properties are studied. The method starts with an unconstrained estimate of the derivative of the regression function, which is firstly isotonized and then integrated. We prove asymptotic normality of the...

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A new test for strict monotonicity of the regression function is proposed which is based on a composition of an estimate of the inverse of the regression function with a common regression estimate. This composition is equal to the identity if and only if the ?true? regression function is...