OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
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Publication:4807329
DOI10.1017/S0266466602185069zbMath1033.62042MaRDI QIDQ4807329
Pascal Lavergne, Emmanuel Guerre
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
62G08: Nonparametric regression and quantile regression
62G10: Nonparametric hypothesis testing
62G20: Asymptotic properties of nonparametric inference
62C20: Minimax procedures in statistical decision theory
62J02: General nonlinear regression
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