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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