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Online ISSN : 1883-8081
Print ISSN : 0285-0370
ISSN-L : 0285-0370
Contributed Papers
Test for Positivity in Quadratic Polynomial Regression over Intervals
Naohiro KatoSatoshi Kuriki
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JOURNAL OPEN ACCESS

2012 Volume 41 Issue 1 Pages 1-15

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Abstract

A polynomial that is nonnegative over a given domain T is called a positive polynomial. We consider the likelihood ratio test for the hypothesis of positivity that the estimand quadratic polynomial regression curve is a positive polynomial when T is the union of intervals. We define hierarchical hypotheses including the hypothesis of positivity, and derive their null distributions as mixtures of chi-square distributions. According to the volume-oftube method, the mixing probabilities are obtained through the evaluation of the volumes of boundaries of the closed convex cone K consisting of quadratic positive polynomials and its dual K*. We introduce the parameterizations of the boundaries of K and K*, and then provide expressions for the mixing probabilities. We demonstrate that the symmetric cone programming is useful for obtaining numerically the test statistics.

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© 2012 Japanese Society of Applied Statistics
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