Tag: Monotone Function
Test of Monotonicity and Convexity by Splines
This note is for Wang, J. C., & Meyer, M. C. (2011). Testing the monotonicity or convexity of a function using regression splines. The Canadian Journal of Statistics / La Revue Canadienne de Statistique, 39(1), 89–107.
- Test of Monotonicity by U-processes
Monotonicity in Asset Returns
This note is for Patton, A. J., & Timmermann, A. (2010). Monotonicity in asset returns: New tests with applications to the term structure, the CAPM, and portfolio sorts. Journal of Financial Economics, 98(3), 605–625.
- Test of Monotonicity
- Multidimensional Monotone Bayesian Additive Regression Tree
Monetone B-spline Smoothing
This note is based on He, X., & Shi, P. (1998). Monotone B-Spline Smoothing. Journal of the American Statistical Association, 93(442), 643–650., and the reproduced simulations are based on the updated algorithm, Ng, P., & Maechler, M. (2007). A fast and efficient implementation of qualitatively constrained quantile smoothing splines. Statistical Modelling, 7(4), 315–328.