Data-driven testing the fit of linear models

zbMath1006.62043MaRDI QIDQ1856460

Vladimir Spokoiny

Publication date: 10 February 2003

Published in: Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

Haar basisdata-driven testlinear hypothesisnonparametric alternatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

Related Items (6)

Data-driven rate-optimal specification testing in regression models ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Locally adaptive estimation of evolutionary wavelet spectra ⋮ Comments on: ``An updated review of goodness-of-fit tests for regression models ⋮ A scalable nonparametric specification testing for massive data ⋮ A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS

This page was built for publication: Data-driven testing the fit of linear models