An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative

DOI10.1016/S0378-3758(00)00300-1zbMath0977.62050OpenAlexW2077645720MaRDI QIDQ5950629

Christophe Pouet

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

zbMATH Keywords

Gaussian white noise modelHölder class of functionsminimax hypothesisnonparametric alternativeparametric null hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items (3)

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

Cites Work

• Comparing nonparametric versus parametric regression fits
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Asymptotic equivalence of density estimation and Gaussian white noise
• Data driven smooth tests for composite hypotheses
• Nonparametric smoothing and lack-of-fit tests
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
• Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
• On some global measures of the deviations of density function estimates
• Data-Driven Version of Neyman's Smooth Test of Fit
• Minimax Detection of a Signal In a Gaussian White Noise
• Testing Hypotheses About Contours in Images
• Testing Linearity in an AR Errors-in-variables Model with Application to Stochastic Volatility
• Testing a Regression Model When We Have Smooth Alternatives in Mind
• Convergence of stochastic processes

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