Scandinavian Working Papers in Economics

Research Reports,
University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law

No 2007:14: Unimodal regression in the two-parameter exponential family with constant or known dispersion parameter

Kjell Pettersson ()
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Kjell Pettersson: Statistical Research Unit, Department of Economics, School of Business, Economics and Law, Göteborg University, Postal: Statistical Research Unit, Göteborg University, Box 640, SE 40530 GÖTEBORG

Abstract: In this paper we discuss statistical methods for curve-estimation under the assumption of unimodality for variables with distributions belonging to the two-parameter exponential family with known or constant dispersion parameter. We suggest a non-parametric method based on monotonicity properties. The method is applied to Swedish data on laboratory verified diagnoses of influenza and data on inflation from an episode of hyperinflation in Bulgaria.

Keywords: Non-parametric; Order restrictions; Two-parameter exponential family; Known dispersion parameter; Poisson distribution

JEL-codes: C10

16 pages, February 4, 2008

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