An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative
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Publication:5950629
DOI10.1016/S0378-3758(00)00300-1zbMath0977.62050OpenAlexW2077645720MaRDI QIDQ5950629
Publication date: 2 January 2002
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00300-1
Gaussian white noise modelHölder class of functionsminimax hypothesisnonparametric alternativeparametric null hypothesis
Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
Related Items
Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression, Nonparametric homogeneity tests, Asymptotically minimax test for a composite null hypothesis in the density model
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