Nonparametric tests for bounds on the derivative of a regression function

We consider two tests of the null hypothesis that the k-th derivative of a regression function is uniformly bounded by a specified constant. These tests can be used to study the shape of the regression function. For instance, we can test for convexity of the regression function by setting k=2 and the constant equal to zero. Our tests are based on k-th order divided difference of the observations. The asymptotic distribution and efficacies of these tests are computed and simulation results presented.Research supported by Natural Sciences and Engineering Research Council of Canada Grant OGP0007969.Research supported by National Science Foundation Grant DMS-9306738.