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Title of Article

MONOTONICITY CRITERION OF THE EFFECTIVENESS FUNCTION IN A DOSE-EFFECT MODEL


Issue
1
Date
2009

Article type
scientific article
UDC
519.2
Pages
128-134
Keywords
dose-effect dependence, non-parametric monotone estimation, goodness-of-fit test


Authors
Tikhov M.S.
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo

Krishtopenko D.S.
Nizhegorodskiy gosuniversitet im. N.I. Lobachevskogo


Abstract
A test of the effectiveness function strict monotonicity has been proposed which is based on the composition of an estimate of the inverse effectiveness function with the Nadaraya-Watson estimate. This composition is equal to identity if and only if the «true» effectiveness function is strictly monotone, and a test based on an L2 distance has been investigated. The asymptotic normality of the corresponding test statistic is established under the null hypothesis of strict monotonicity.

File (in Russian)