Testing Monotonicity of Regression

A. W. BOWMAN , M. C. JONES , and I. GIJBELS

This article provides a test of monotonicity of a regression function. The test is
based on the size of a “critical” bandwidth, the amount of smoothing necessary to force
a nonparametric regression estimate to be monotone. It is analogous to Silverman’s test of
multimodality in density estimation. Bootstrapping is used to provide a null distribution
for the test statistic. The methodology is particularly simple in regression models in
which the variance is a specified function of the mean, but we also discuss in detail the
homoscedastic case with unknown variance. Simulation evidence indicates the usefulness
of the method. Two examples are given.

Key Words: Bootstrap; Critical bandwidth; Local linear fitting; Multimodality testing;
Smoothing.

1. INTRODUCTION
It is often natural to assume that a regression relationship is monotone. For example,
a response might be expected to increase (or decrease) with increasing dose of a drug, at
least over some range of doses of interest; measurements made from physical or chemical
processes which are subject to decay can be expected to exhibit monotonically decreasing
(or increasing) behavior. It follows that many popular parametric forms for regression
are monotone (linear, logistic, exponential, power law). In nonparametric regression,
if monotonicity is a valid assumption, incorporation of a monotonicity constraint will
enhance performance (Friedman and Tibshirani 1984; Mukerjee 1988; Ramsay 1988;
Mammen 1991). On the other hand, forcing monotonicity on an estimate when the true
relationship is nonmonotone may lead to erroneous inferences. It can be argued that a
good nonparametric estimator should reflect monotonicity or otherwise as indicated by the
data, and hence that monotonicity constraints need never be introduced (Breiman 1988;
Hastie and Tibshirani 1988). However, a test of monotonicity of a regression function
would often be a useful adjunct to looking at a smooth estimate, particularly one with an
inconclusive indication of a monotone relationship, and especially with a view towards
making a parametric specification. It is the purpose of this article to provide such a test.
Our test is an analogue of Silverman’s (1981) test of multimodality of a probability

A. W. Bowman is Professor, Department of Statistics, University of Glasgow, Glasgow G12 8QQ, Scotland,
U.K. (E-mail: adrian@stats.gla.ac.uk). M. C. Jones is Reader, Department of Statistics, The Open University,
Milton Keynes MK7 6AA, U.K. I. Gijbels is Associate Professor, Institut de Statistique, Université Catholique
de Louvain, 20 Voie du Roman Pays, 1348 Louvain-la-Neuve, Belgium.
c 1998 American Statistical Association, Institute of Mathematical Statistics,
and Interface Foundation of North America
Journal of Computational and Graphical Statistics, Volume 7, Number 4, Pages 489–500

489
490 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

density function. For a particular version of kernel density estimation, the modality of
the density estimate is a monotone decreasing function of the smoothing parameter,
or bandwidth. Silverman’s test statistic is the “critical” bandwidth that just forces the
modality of the null hypothesis. The idea is that if the null hypothesis is true, this
critical bandwidth will be relatively small, but that if a greater modality is true, the
critical bandwidth will be rather larger, to impose the smaller null modality. Silverman
(1981) used the smooth estimate using the critical bandwidth as the basis of a natural
“smoothed bootstrap” approach to assessing the distribution of the test statistic under the
null hypothesis. See also Wong (1985), Minnotte and Scott (1993) and Fisher, Mammen
and Marron (1994).
For suitable nonparametric regression estimation, the monotonicity of the estimate
is monotone in the bandwidth in the sense that there is a critical bandwidth at which
the estimate changes from the nonmonotonicity exhibited at all smaller bandwidths to
monotonicity which persists for all larger bandwidths. Again, if the null hypothesis of
monotonicity is true, the critical bandwidth should be relatively small, while if mono-
tonicity is false, the critical bandwidth needs to be rather larger to force monotonicity.
Also analogously, a smoothed bootstrap approach can be used to obtain the null distribu-
tion of the test statistic based on the smooth estimate using the critical bandwidth. This
is particularly straightforward in regression models in which the mean specification also
determines the variance structure; see Section 5. However, one has to make additional
specifications for this step in normal-based regression as compared with density estima-
tion. Details and discussion of our proposal, with emphasis on the homoscedastic case,
are given in Section 2. The methodology is tested in simulations in Section 3 and applied
to real examples in Sections 4 and 5. It appears to work well.
Perhaps surprisingly, we have found no direct competitors to our procedure in the
literature. Only Schlee (1982) laid the theoretical groundwork for a test based on the
greatest discrepancy of an estimate of the derivative of the regression function from
zero. However, that work does not discuss practical implementation.

2. THE METHOD
A first requirement is a good method for nonparametric regression, and we use the
well-known local linear regression estimator (Cleveland 1979; Fan 1992; Hastie and
Loader 1993; Fan and Gijbels 1996). A particular merit of this approach is that as the
bandwidth becomes large, the estimator tends to a least squares straight line fit, and this,
of course, is monotone. We also feel that the method’s good boundary properties (Fan
and Gijbels 1992) will be advantageous. This estimator will be denoted by m̂(x; h),
where h is the bandwidth.
Using m̂, we now give an outline version of our proposal.
1. Find the critical bandwidth hc , say, which is the smallest h such that m̂(x; hc ) is
monotone.
2. Construct good estimates ˆ1 ; : : : ; ˆn of the residual errors.
3. Generate a bootstrap sample ˆ31 ; : : : ; ˆ3n from ˆ1 ; : : : ; ˆn and hence a bootstrap data
set Yi3 = m̂(Xi ; hc ) + ˆi3 ; i = 1; : : : ; n.
 TESTING MONOTONICITY OF REGRESSION 491

4. Apply m̂ using hc to f(Xi ; Yi3 ); i = 1; : : : ; ng and observe whether or not the

result is monotone.
5. Repeat Steps 3 and 4 a large number of times, constructing the p value by deter-
mining the proportion of nonmonotone results at Step 4.
This description raises many implementation issues. These are discussed and ad-
dressed in Sections 2.1 and 2.2. The full implementation that we suggest and use in our
practical work in Sections 3 and 4 is then spelled out in Section 2.3.
Before giving other details, we provide an explanation of Step 4. A direct approach to
bootstrap testing would entail calculation of bootstrap critical bandwidths h3c , the smallest
bandwidth such that m̂ on the bootstrap data set is monotone. The p value for the test
is then the proportion of these bootstrap critical bandwidths which are larger than the
critical bandwidth hc for the original data. However, as observed by Silverman (1981)
in the density estimation context, a short cut is available since the event that h3c > hc is
the same as the event that m̂ using hc on the bootstrap data is nonmonotonic, since then
a larger critical bandwidth is necessary to impose monotonicity.

2.1 MONOTONICITY OF MONOTONICITY

It is necessary to establish whether the property of monotonicity is a monotone
function of the bandwidth. In the simplest cases, we can show that it is. For example,
consider the Gasser–Muller
¨ kernel regression estimator with normal kernel : this is

m̃(x; h) =
XZ n Ti
h (x 0 y)dy Yi ;
i 1 = Ti01

where h (:) = h01 (h01 :) (Härdle 1990). Here, Tj = 12 (Xj + Xj +1 ), j = 1; : : : ; n 0 1,

where, without loss of generality, the X ’s are ordered, and T0 and Tn are the ends of
the range of interest. Consider m̃0 (x; h1 ), the derivative p
of the Gasser–Muller
¨ estimator
with respect to x, using the increased bandwidth h1 = 1 +  2 h, where  > 0. Let 3
denote convolution. We have

m̃0 (x; h1 ) =
XZ
n Ti
0 (x
h 0 y)dy Yi
Ti01

XZ
1
=
i 1
n Ti
= ( 3 h)0 (x 0 y)dy Yi
Z= Z
Ti01

X
i 1
n Ti
=  ( x0u ) 0h (u 0 y)dy du Yi
=
i 1 Ti 01

=f 3 m̃0 (:; h)g(x)

It follows that if h is such that m̃0 (x; h)  0; 8x, then for h1 > h, m̃0 (x; h1 )  0; 8x.
That is, we have the desired monotonocity of monotonicity.
However, this property does not transfer to the local linear regression estimator
that we would like to use. Simulations described in Section 3 confirm that, as one would
expect, departures from monotonicity of monotonicity (i.e., occasions when monotonicity
492 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

of the regression estimate holds for some bandwidth h but not for some h1 > h) are
extremely unusual, and also shortlived. Out of 90;000 simulations this phenomenon
occurred on only two occasions; see Section 3. This empirical observation provides
practical justification for the use of the proposed methodology.
One way of dealing with these occasional departures from the desired property is
to give a different definition of hc , and to adopt the analogous definition for h3c . Strictly
speaking, this would involve abandoning the efficient procedure for the calculation of the
p value described earlier. However, we prefer to maintain computational efficiency by
adopting a slightly conservative approach. To this end, we define hc to be the smallest
value of h that gives rise to regression monotonicity, even if there exist larger h for
which the function is not monotone. To see that the test using this definition is conser-
vative, consider a situation where, as h increases, the shape of the estimate moves from
nonmonotonicity, to monotonicity, to nonmonotonicity, and back to monotonicity, for the
bootstrap data set under consideration. Suppose the pattern is such that hc for the origi-
nal data is aligned “above” the “central” nonmonotonicity section for the bootstrap data.
Since the significance of the test is the proportion of cases where h3c > hc , a case such
as this would increase the p value, since it would suggest erroneously that h3c is larger
than hc in this case when in fact it is smaller. It is easy to see that this argument extends
immediately to any other monotonicity/nonmonotonicity patterns one could envisage.
We note too that practical implementation will involve discretisation through the
examination of monotonicity over a grid of bandwidths. This will further alleviate the
problem. In the examples to follow we used an initial grid of 50 values of h between
r=(2n) and r=2, where r denotes the range of the x-values and n denotes the sample
size. (These end-points were multiplied by two in the case of Binomial response data
considered later.) To ensure that the bootstrap distribution of hc was not concentrated on
a few discrete values, the two grid points which bound hc were identified and a second
grid search, covering 20 values, performed to increase the resolution.

2.2 SMOOTHED BOOTSTRAPPING

Suppose we are working in the context of a regression model of the form Yi =
m(Xi ) + i , where the ’s are mutually independent random errors with mean zero and
constant variance. To obtain the null distribution of the critical bandwidth statistic, we
wish to mimic this data-generating mechanism under the null hypothesis of monotonicity
of m. It is natural to employ m̂(:; hc ) at the bootstrapping stage as a monotone regression
function consistent with the data. However, unlike Silverman’s (1981) density estimation
context or, indeed, the types of regression model considered in Section 5, there remains
a further aspect of the null model to be specified, namely, the nature of the residuals
from which to bootstrap.
We wish, therefore, to mimic the “true” ’s as closely as possible. Since i =
Yi 0 m(Xi ), and we know Yi and Xi , “best” estimation of i therefore reduces to the
standard nonparametric regression problem of “best” estimation of m itself. (Note that
P
this is not connected with the monotonicity or otherwise of the mean.) In particular,
choosing ˆ1 ; : : : ; ˆn to minimize (ˆi 0 i )2 is precisely equivalent to choosing m̂ to
 TESTING MONOTONICITY OF REGRESSION 493

P
minimize fm̂(Xi ) 0 m(Xi )g2 . We therefore use the local linear estimator m̂ with the
“plug–in” automatic bandwidth selector of Ruppert, Sheather, and Wand (1995), which,
among other things, addresses the particular loss function mentioned previously.
We have no rigorous theoretical arguments to back up our belief that this method of
bootstrapping correctly mimics the distribution of interest, although simulation evidence
is provided in Section 3. However, it is clear heuristically that such a test is consistent.
If the null hypothesis of monotonicity is true, the critical bandwidth will, asymptotically,
be less than or equal to the optimal bandwidth for “best” estimation of m, regardless
of monotonicity, because the latter will, asymptotically, produce a monotone regression
function. Thus, hc will tend to zero under H0 . When H0 is false, hc will converge to
a nonzero value, since a nonzero amount of smoothing will be necessary to produce
a monotonic estimator from data generated by a nonmonotonic regression function. In
the density estimation case, Silverman (1983) and Mammen, Marron, and Fisher (1992)
provided some theory in connection with the analogous argument there.
Finally, we note that our method does not immediately cover heteroscedasticity in a
model with normal errors. All that is required for this extension is a mechanism which,
in the notation given previously, allows resampled ˆi ’s to be associated with m̂(Xj ; hc )’s
only when Xj is “close” to Xi . Other cases, such as Poisson and binomial regression
models in which the variance function is determined by the mean, are readily dealt with
as in Section 5.

2.3 THE METHOD IMPLEMENTED

In the light of Sections 2.1 and 2.2, we revisit Steps 1 to 5 and provide a more
complete implementation of our methodology; m̂ continues to denote the local linear
regression estimator.
I. Find the critical bandwidth hc , say, which is the smallest h such that m̂(x; hc )
is monotone, regardless of whether m̂(x; h1 ) may be nonmonotone for some
h1 > hc .
II. For i = 1; : : : ; n; calculate ˆi = Yi 0 m̂(Xi ; h0 ) where h0 is the bandwidth
selected by the method of Ruppert, Sheather, and Wand (1995).
III. Generate a bootstrap sample ˆ31 ; : : : ; ˆ3n from ˆ1 ; : : : ; ˆn and hence a bootstrap data
set Yi3 = m̂(Xi ; hc ) + ˆi3 ; i = 1; : : : ; n.
IV. Apply m̂ using hc to f(Xi ; Yi3 ); i = 1; : : : ; ng and observe whether or not the
result is monotone.
V. Repeat Steps III and IV a large number of times, constructing the p value by
determining the proportion of estimates at Step IV which are not monotonic.

3. SIMULATIONS
In order to examine the performance of the proposed test, a simulation study was
carried out. The regression function used was 1 + x 0 a expf0 12 (x 0 :5)2 =:12 g over
the range (0; 1). The use of the variable a allows the addition of a “kink” of varying
size to be added to the underlying linear function. Figure 1 displays the shapes used.
494 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

a= 0 a= 0.15

1.0 1.2 1.4 1.6 1.8 2.0

2.2
• •
• •• • •
• •• • • ••
••
•• ••• • •• •

1.8
• •• • • •
• • • ••
• •• • • • ••••
••
y

y
•
• • ••• • •• •

1.4
•
• •• •••• • • •
• ••• • •• • • • ••• •• ••
• •• • •
••

1.0
•• • • •• •
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0
x x

a= 0.25 a= 0.45
2.0

• ••
• •••••• •
••• • •••
• ••••• • •• ••
1.8
1.6

• • •
• • •
•• • • •
y

• •• ••• • •
•• ••
1.4

• •• ••• • •
1.2

••• • • ••
• • •• • • •
• •• • • ••
• •••• •• •• ••
1.0

•• •••
0.8

•• •
0.0 0.2 0.4 0.6 0.8 1.0 0.0 0.2 0.4 0.6 0.8 1.0
x x
Figure 1. Regression Functions Used in the Simulation Study.

The value a = 0 produces a linear curve, which is therefore strongly monotonic. The
value a = :15 produces a curve which is only just monotonic. The values a = :25 and
a = :45 produce mildly and strongly nonmonotonic shapes, respectively. The design
points were regularly spaced over (0,1) and the errors were Normally distributed. A
variety of sample sizes, n = 25; 50; 100, and error standard deviations,  = :025; :05; :1,
was also considered. The data displayed in Figure 1 were simulated with n = 50 and
 = :1. For each combination of parameters, 500 simulations were carried out, using a
bootstrap simulation size of 500.
Results are displayed in Table 1, where the proportions of the simulations in which
the observed p value fell below 5% are listed. In the strongly monotonic case (a = 0)
these proportions are very small, reflecting the fact that a linear regression function is
unlikely to produce data which exhibit nonmonotonicity. In the case where the underlying
curve is only just monotonic (a = :15) the proportions are generally within a reasonable
distance of the target value of 5%. Where this is not the case, the observed proportions
are very small. The overall indications on the size of the test are therefore that where
a nominal target of 5% is not reached the test will generally operate in a conservative
manner.
 TESTING MONOTONICITY OF REGRESSION 495

Table 1. Simulated Size and Power for the Test of Monotonicity. The regression function used was
+ 0 0 0
1 x a exp( 1/2(x .5)2 /.12 ) over the range (0,1). The regression curves corresponding
= =
to a 0 and a .15 are monotonic. A variety of sample sizes n and error standard deviations
 was also considered.
n
 25 50 100
a =0
.025 .002 .006 .002
.05 .018 .000 .008
.10 .022 .008 .004

a = .15
.025 .058 .000 .080
.05 .042 .022 .052
.10 .026 .018 .008

a = .25
.025 .816 .926 .994
.05 .310 .482 .748
.10 .088 .100 .174

a = .45
.025 1.000 1.000 1.000
.05 .966 1.000 1.000
.10 .374 .544 .874

The remaining results document the increasing power in detecting nonmonotonicity

as sample size increases, and as error variance decreases. These results are encouraging,
given the very general nature of the null and alternative hypotheses, and of the bootstrap
method of inference being employed.
In Section 2.1 it was pointed out that in the local linear case the property of mono-
tonicity of the regression curve is observed in the vast majority of cases to be monotonic
as a function of the bandwidth, but that this property was not guaranteed theoretically.
Since this is an important part of the justification of the test procedure, simulations were
performed to examine the frequency of occurrence of this behavior. The parameter set-
tings of Table 1 for n and  were used, with a = :15 providing a boundary case between
monotonic and nonmonotonic curves. For each of these settings of n and  , 10,000 sim-
ulations were carried out, with monotonicity examined over a grid of 20 values of the
bandwidth, from :01 to :2. Out of the total of 90,000 simulations only two cases were
discovered where the estimated regression curve was monotonic at one bandwidth and
nonmonotonic at a higher one. This behavior is therefore extremely rare and its effect
on the test procedure will be negligible.

4. AN EXAMPLE
The test was applied to data from radiocarbon dating. Clark (1977) described anal-
ysis of data of this type. Data from samples of known age are subjected to laboratory
analysis and used to calibrate the radiocarbon dating process. Figure 2 displays a subset
of data published by Pearson and Qua (1993), corresponding to true ages of 5,000 to 6,000
496 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

•
•
5200 •
• •
•
•
• ••
•• •
5000

••
Radiocarbon age

•
•
•••
•
4800

• •
•
•
• • •
•
••••
•
4600

•
• ••• ••
••
• ••
•
••

5000 5200 5400 5600 5800 6000

Calendar age

Figure 2. Nonparametric Regressions With Radiocarbon Data Using “Plug-in” (full line) and Critical (dotted
line) Bandwidths.

years. A local linear nonparametric regression curve, with “plug-in” bandwidth h = 38,
is superimposed. Since dating techniques are based on the process of radioactive decay,
it would be natural to expect that older objects will produce older radiocarbon dates.
However, it is known that fluctuations in the natural production of radiocarbon can
produce nonlinear effects (so called “wiggles”) in the calibration curve.
In general, where monotonicity can be assumed, greater precision may be achieved
by incorporating this information into the estimation process. Some of the monotonic
estimators mentioned in Section 1 can be employed to do this. However, inappropriate
use of such estimators on curves which are not monotonic may produce bias. In order
to explore the evidence for nonmonotonicity in Figure 2, the bootstrap test was applied.
The critical bandwidth is hc = 57. The corresponding nonparametric regression curve
is indicated in Figure 2 by a dotted line. The test produced a p value of .06. While
not conclusive, this is small enough to lend weight against the adoption of a monotonic
estimator.
 TESTING MONOTONICITY OF REGRESSION 497

It is common in radiocarbon dating to include an indication of the precision of the

radiocarbon dates which are supplied. For the data of Figure 2, the indicated precisions
are generally similar. However, the analysis was repeated by scaling the estimated errors
by these values, and rescaling the bootstrap samples for each point. This procedure retains
the correct weights for each observation. It produced a very similar p value, :08, and so
the conclusions are unchanged.

5. MODELS WHERE THE VARIANCE IS A

FUNCTION OF THE MEAN
Many examples in which monotonicity is an issue can be found in the context of
binary regression. For instance, in dose response models, it is often appropriate to fit a
monotone curve over a range of interest (such as in logit or probit models), but there are
also many cases where an initially monotone curve shows signs of changing direction,
possibly associated with an over-dose of the drug in question. Given, for instance, a
logistic regression formulation with general unknown function m replacing the usual
linear dependence on a covariate, there is no need to make any further specifications
beyond that of m to complete the model. In contrast to the Normal model of previous
sections, it is not necessary to define a further error variance parameter. Therefore, in the
setup of this article, under H0 m(x) can be replaced by m̂(x; hc ) and the model is then
complete. Thus, Step II of our algorithm can be dispensed with, and Step III replaced
by bootstrap generation from the model using m̂(Xi ; hc ); i = 1; : : : ; n.
This is not, of course, confined to binary regression models, but holds for a wide class
of generalized linear models (McCullagh and Nelder 1989) where linear relationships are
replaced by more general smooth functions, as described by Hastie and Tibshirani (1990)
and Fan, Heckman, and Wand (1995). Indeed smooth quasi-likelihood models are also
covered, the key property being that the variance is a known function of the mean. We
will finish with an example of our procedure applied to data for which such models are
appropriate.

5.1 AN EXAMPLE
As an example of data with binary outcomes, we use measurements of systolic
blood pressure and the occurrence of myocardial infarction (MI), reported in Rousseuw
et al. (1983). These data were also analyzed by Hastie and Tibshirani (1990). Figure
3 displays a nonparametric regression curve, produced using a “local logistic” method
described by Fan, Heckman, and Wand (1995). The bandwidth used was h = 40. This
was subjectively chosen, but reflects the general behavior of the curve over a wide range
of bandwidths. The curve shows a relatively simple increasing relationship between blood
pressure and MI, but a small decrease is also evident for very low blood pressure. A test
of monotonicity was applied in order to identify whether this feature reflects systematic
structure or random variation.
The critical value of the bandwidth is hc = 64. This monotonic curve is displayed
in Figure 3 as a dotted line. The bootstrap procedure was applied as described in Section
498 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

1.0 • • • • • • • • • • • • • •• •• • • • •• • • • • • • • • • • • • • • •• • ••
0.8
0.6 • • • •• • • • ••••• •• • ••• • •• •• •• • • •••• •• • • • •• •• • • •• • •• • • • ••
MI
0.4
0.2

•• • • • •• •• •• • ••••• • • •••• • • • •• • • • • •• •• •• • • •
0.0

•
• • • •• • • •• ••••• ••••••• ••• ••• •• •• •• •• •• •• ••••• •• ••• •••• •• •••• • • • •• • • •

100 120 140 160 180 200 220

Systolic blood pressure

Figure 3. Nonparametric Regressions With Myocardial Infarction Data Using Subjective (full line) and Critical
(dotted line) Bandwidths.

2.3, except that the calculation of, and sampling from, Normal residuals is replaced by the
simulation of binary data using the fitted curve at each point to define the probability of
success. This produces a p value of :89, showing clearly that the nonmonotonic behavior
at very low blood pressures is quite consistent with sampling variation. We are therefore
prevented from over-interpreting this observed feature.

ACKNOWLEDGMENTS
The first two authors gratefully acknowledge the support and hospitality of the Institut de Statistique,
Université Catholique de Louvain, where this work was initiated. Irène Gijbels was supported by “Projet
d’Actions de Recherche Concertées’ (No. 93/98–164) and research grant (No. 15.001.95F) of the National
Science Foundation (FNRS), Belgium. We are also grateful for the assistance of Marian Scott and Trevor
Hastie in obtaining and commenting on the data for the examples, and to Matt Wand and Dave Signorini
for allowing us access to computing code to implement some of the smoothing procedures. In addition, the
comments of an associate editor and two referees were helpful in improving some aspects of the presentation
of the article.
 TESTING MONOTONICITY OF REGRESSION 499

[Received January 1997. Revised November 1997.]

REFERENCES
Breiman, L. (1988), Comment on “Monotone Regression Splines in Action,” by J. O. Ramsay, Statistical
Science, 3, 442–445.
Clark, R. M. (1977), “Calibration, Cross-Validation and Carbon-14. II,” Journal of the Royal Statistical Society,
Series A, 143, 177–194.
Cleveland, W. (1979), “Robust Locally Weighted Regression and Smoothing Scatterplots,” Journal of the
American Statistical Association, 74, 829–836.
Fan, J. (1992), “Design-Adaptive Nonparametric Regression,” Journal of the American Statistical Association,
87, 998–1004.
Fan, J., and Gijbels, I. (1992), “Variable Bandwidth and Local Linear Regression Smoothers,” The Annals of
Statistics, 20, 2008–2036.
(1996), Local Polynomial Modelling and its Applications, London: Chapman and Hall.
Fan, J., Heckman, N.E., and Wand, M.P. (1995), “Local Polynomial Kernel Regression for Generalized Linear
Models and Quasi-likelihood Functions,” Journal of the American Statistical Association, 90, 141–150.
Fisher, N.I., Mammen, E., and Marron, J.S. (1994), “Testing for Multimodality,” Computational Statistics and
Data Analysis, 18, 499–512.
Friedman, J.H., and Tibshirani, R.J. (1984), “The Monotone Smoothing of Scatterplots,” Technometrics, 26,
243–250.
Härdle, W. (1990), Applied Nonparametric Regression, Cambridge: Cambridge University Press.
Hastie, T.J., and Loader, C.R. (1993), “Local Regression: Automatic Kernel Carpentry” (with comments),
Statistical Science, 8, 120–143.
Hastie, T.J., and Tibshirani, R.J. (1988), Comment on “Monotone Regression Splines in Action,” by J. O.
Ramsay, Statistical Science, 3, 450–456.
Hastie, T.J., and Tibshirani, R.J. (1990), Generalized Additive Models, London: Chapman and Hall.
Mammen, E. (1991), “Estimating a Smooth Monotone Regression Function,” The Annals of Statistics, 19,
724–740.
Mammen, E., Marron, J.S., Fisher, N.I. (1992), “Some Asymptotics for Multimodality Tests Based on Kernel
Estimates,” Probability Theory and Related Fields, 91, 115–132.
McCullagh, P., and Nelder, J.A. (1989), Generalized Linear Models (2nd ed.), London: Chapman and Hall.
Minnotte, M.C., Scott, D.W. (1993), “The Mode Tree: A Tool for Visualization of Nonparametric Density
Estimates,” Journal of Computational and Graphical Statistics, 2, 51–68.
Mukerjee, H. (1988), “Monotone Nonparametric Regression,” The Annals of Statistics, 16, 741–750.
Pearson. G.W., and Qua, F. (1993), “High Precision 14C Measurement of Irish Oaks to Show the Natural 14C
Variations From AD 1840–5000 BC: A Correction,” Radiocarbon, 35, 105–123.
Ramsay, J.O (1988), “Monotone Regression Splines in Action” (with comments), Statistical Science, 3, 425–
461.
Rousseuw, J., du Plessis, J., Benade, A., Jordann, P., Kotze, J., Jooste, P., and Ferreira, J. (1983), “Coronary
Risk Factor Screening in Three Rural Communities,” South African Medical Journal, 64, 430–436.
500 A. W. BOWMAN, M. C. JONES, AND I. GIJBELS

Ruppert, D., Sheather, S.J., and Wand, M.P. (1995), “An Effective Bandwidth Selector for Local Least Squares
Regression,” Journal of the American Statistical Association, 90, 1257–1270.
Schlee, W. (1982), “Nonparametric Tests of the Monotony and Convexity of Regression,” in Nonparametric
Statistical Inference vol. II, eds. B.V. Gnedenko, M.L. Puri, and I. Vincze, Amsterdam: North-Holland,
pp. 823–836.
Silverman, B.W. (1981), “Using Kernel Density Estimates to Investigate Multimodality,” Journal of the Royal
Statistical Society Ser. B, 43, 97–99.
(1983), “Some Properties of a Test for Multimodality Based on Kernel Density Estimates,” in Proba-
bility, Statistics and Analysis, eds. J.F.C. Kingman and G.E.H. Reuter, Cambridge: Cambridge University
Press, 248–259.
Wong, M.A. (1985), “A Bootstrap Testing Procedure for Investigating the Number of Subpopulations,” Journal
of Statistical Computing and Simulation, 22, 99–112.