Breaking the curse of dimensionality in nonparametric testing (Q91787): Difference between revisions

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+MaRDI publication profile
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+W2012244993
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+Goodness-of-fit tests for kernel regression with an application to option implied volatilities
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+A Conditional Kolmogorov Test
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+Consistent model specification tests
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+A Consistent Conditional Moment Test of Functional Form
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+Asymptotic Theory of Integrated Conditional Moment Tests
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+Consistent hypothesis testing in semiparametric and nonparametric models for econometric time series
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+Significance testing in nonparametric regression based on the bootstrap.
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+On the Power of Bootstrapped Specification Tests
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+A CONSISTENT DIAGNOSTIC TEST FOR REGRESSION MODELS USING PROJECTIONS
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+Consistent Model Specification Tests: Omitted Variables and Semiparametric Functional Forms
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+Nonparametric bootstrap analysis with applications to demographic effects in demand functions
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+Testing additivity in generalized nonparametric regression models with estimated parameters
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+OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING  IN REGRESSION MODELS
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+Data-driven rate-optimal specification testing in regression models
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+Unified approach to testing functional hypotheses in semiparametric contexts
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+Curve estimation when the design density is low
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+Comparing nonparametric versus parametric regression fits
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+Nonparametric smoothing and lack-of-fit tests
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+Consistent Specification Testing Via Nonparametric Series Regression
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+An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
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+Semiparametric least squares (SLS) and weighted SLS estimation of single-index models
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+Global power functions of goodness of fit tests.
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+An equality test across nonparametric regressions
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+Breaking the curse of dimensionality in nonparametric testing
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+NONPARAMETRIC SIGNIFICANCE TESTING
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+A simple consistent bootstrap test for a parametric regression function
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+An estimate on the supremum of a nice class of stochastic integrals and U-statistics
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+U-processes: Rates of convergence
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+Simulation and the Asymptotics of Optimization Estimators
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+Semiparametric Estimation of Index Coefficients
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+On a Heuristic Method of Test Construction and its use in Multivariate Analysis
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+Q4340161
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+Maximal inequalities for degenerate \(U\)-processes with applications to optimization estimators
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+Adaptive hypothesis testing using wavelets
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+CONSISTENT SPECIFICATION TESTING WITH NUISANCE PARAMETERS  PRESENT ONLY UNDER THE ALTERNATIVE
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+Consistent Estimation of Scaled Coefficients
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+Optimal rates of convergence for nonparametric estimators
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+Nonparametric model checks for regression
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+Nonparametric checks for single-index models
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+Consistent specification testing for conditional moment restrictions
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+Q4461332
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+A consistent test of functional form via nonparametric estimation techniques
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+Q4709770
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+Dimension-reduction type test for linearity of a stochastic regression model
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