Minimax goodness-of-fit testing in multivariate nonparametric regression

DOI10.3103/S1066530709030041zbMath1282.62100arXiv0910.0936OpenAlexW1987719740MaRDI QIDQ2437878

Theofanis Sapatinas, Yuri I. Ingster

Publication date: 10 March 2014

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

Full work available at URL: https://arxiv.org/abs/0910.0936

zbMATH Keywords

goodness-of-fit testsnonparametric regressionrandom designhypotheses testingnonparametric alternativesminimax testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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Sharp minimax tests for large Toeplitz covariance matrices with repeated observations, To the memory of Yu. I. Ingster, A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection, Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression, Goodness-of-fit test for noisy directional data, Optimal inference with a multidimensional multiscale statistic

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