Nonparametric Bayesian testing for monotonicity
单调性的非参数贝叶斯检验
This paper adopts a nonparametric Bayesian approach to testing whether a function is monotone. Two new families of tests are constructed. The first uses constrained smoothing splines with a hierarchical stochastic-process prior that explicitly controls the prior probability of monotonicity. The second uses regression splines together with two proposals for the prior over the regression coefficients. Via simulation, the finite-sample performance of the tests is shown to…