Adaptive minimax testing in the discrete regression scheme

DOI10.1007/s00440-005-0445-4zbMath1075.62029OpenAlexW2007005543MaRDI QIDQ2575678

Ghislaine Gayraud, Christophe Pouet

Publication date: 6 December 2005

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: http://crest.science/RePEc/wpstorage/2003-44.pdf

zbMATH Keywords

Regression modelAdaptive testingComposite null hypothesisMinimax rate of testingNonparametric hypotheses testing

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Minimax procedures in statistical decision theory (62C20) General nonlinear regression (62J02)

Related Items (15)

Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\) ⋮ Adaptive goodness-of-fit testing from indirect observations ⋮ Minimax hypothesis testing for curve registration ⋮ Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression ⋮ A powerful test based on tapering for use in functional data analysis ⋮ Adaptive minimax test of independence ⋮ Adaptive estimation of the sparsity in the Gaussian vector model ⋮ Goodness-of-fit testing and quadratic functional estimation from indirect observations ⋮ A goodness-of-fit test for copula densities ⋮ Optimal sparsity testing in linear regression model ⋮ Test on components of mixture densities ⋮ A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS ⋮ Nonparametric homogeneity tests ⋮ Testing the regularity of a smooth signal ⋮ Curve registration by nonparametric goodness-of-fit testing

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