TESTING THE SHAPE OF A REGRESSION CURVE

e mail diackeurandomtuenl This paper proposes a hypothesis testing procedure for nonparametric regression models based on least squares splines We assume that the sample is a part of stationary sequence which satisfy a mild mixing property The approach yields tests of monotonicity and convexity Resume Nous proposons une proc edure de test pour la fonction de regression bas ee sur les splines de r egression Nous supposons que l echantillon est une partie dune suite stationnaire qui satisfait des conditions m elangeantes Notre approche fournit un test de monotonie et de convexit e Key words Testing monotonicity Convexity Central limit theorem Bsplines Mixin