A Simplex Statistic for Testing Joint Curvature

  title={A Simplex Statistic for Testing Joint Curvature},
  author={Jason Abrevaya and Wei Jiang},
This paper proposes a simplex statistic for testing the joint curvature (e.g., linearity, concavity, or convexity) of a nonparametric regression function. The statistic is based on Jensen’s inequality applied to all (m + 2)-tuples in the data having one data point in the interior of the (m+1)-dimension simplex spanned by the remaining data points (m is the dimension of the covariate vector). The test does not require choice of smoothing parameters for the global version of the statistic or its… CONTINUE READING
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