Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests

DOI10.1080/10485250008832828zbMath1056.62519OpenAlexW2089539734MaRDI QIDQ4512746

GeungHee Lee, Jeffrey D. Hart

Publication date: 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832828

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Related Items (2)

Frequentist-Bayes lack-of-fit tests based on Laplace approximations ⋮ Locally superoptimal and adaptive projection density estimators

Cites Work

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• Selection of the order of an autoregressive model by Akaike's information criterion
• Data-Driven Version of Neyman's Smooth Test of Fit
• Smoothing-based lack-of-fit tests: variations on a theme

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