Data-driven rate-optimal specification testing in regression models (Q2388358)

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Language	Label	Description	Also known as
English	Data-driven rate-optimal specification testing in regression models	scientific article

Statements

scholarly article

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Data-driven rate-optimal specification testing in regression models (English)

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Emmanuel Guerre

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Pascal Lavergne

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The Annals of Statistics

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publication date

12 September 2005

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full work available at URL

https://arxiv.org/abs/math/0505640

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MaRDI profile type

MaRDI publication profile

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Testing the Fit of a Parametric Function

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Testing lack of fit in multiple regression

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Model selection for regression on a random design

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Adaptive tests of linear hypotheses by model selection

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Testing goodness of fit of polynomial models via spline smoothing techniques

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A central limit theorem for generalized quadratic forms

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A consistent test for the functional form of a regression based on a difference of variance estimators

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Testing goodness-of-fit in regression via order selection criteria

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Test of Significance Based on Wavelet Thresholding and Neyman's Truncation

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Goodness-of-Fit Tests for Parametric Regression Models

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Generalized likelihood ratio statistics and Wilks phenomenon

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Nonparametric bootstrap analysis with applications to demographic effects in demand functions

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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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Comparing nonparametric versus parametric regression fits

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Nonparametric smoothing and lack-of-fit tests

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An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative

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Asymptotically minimax hypothesis testing for nonparametric alternatives. III

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Data-Driven Version of Neyman's Smooth Test of Fit

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Optimal spatial adaptation to inhomogeneous smoothness: An approach based on kernel estimates with variable bandwidth selectors

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Bandwidth choice for nonparametric regression

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Some Estimates of Distributions of Quadratic Forms

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Estimating the dimension of a model

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Adaptive hypothesis testing using wavelets

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Data-driven testing the fit of linear models

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Asymptotic Statistics

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Weak convergence and empirical processes. With applications to statistics

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Jackknife, bootstrap and other resampling methods in regression analysis

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Adaptive tests of regression functions via multiscale generalized likelihood ratios

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Identifiers

zbMATH Open document ID

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10.1214/009053604000001200

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2388358

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