Moderate deviations and intermediate efficiency for lack-of-fit tests

DOI10.1524/STRM.2012.1116zbMath1466.62261OpenAlexW570358198MaRDI QIDQ2048195

David M. Mason, Randy L. Eubank

Publication date: 5 August 2021

Published in: Statistics \& Risk Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1524/strm.2012.1116

zbMATH Keywords

Bernstein inequalityregressionno effect

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of parametric tests (62F05) Limit theorems in probability theory (60F99)

Related Items (2)

Intermediate efficiency in nonparametric testing problems with an application to some weighted statistics ⋮ Intermediate efficiency of tests under heavy-tailed alternatives

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