A new test of linear hypothesis in regression

MaRDI QIDQ5438882zbMATH OpenFDO

Authors Yannick Baraud, Sylvie Huet, Béatrice Laurent

Publication date 8 February 2008

zbMATH Keywords

adaptive test, model selectionFisher testgoodness-of-fitlinear hypothesisminimax hypothesis testingnonparametric alternativenonparametric regression

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Linear regression; mixed models (62J05)

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Cited in

(10)

• A new test for structural stability in the linear regression model
• Adaptive tests of linear hypotheses by model selection
• Data-driven testing the fit of linear models
• Empirical likelihood based testing for regression
• Goodness-of-fit tests for high-dimensional Gaussian linear models
• Asymptotic optimality of new adaptive test in regression model
• Linear hypotheses made explicit
• scientific article; zbMATH DE number 2187929 (Why is no real title available?)
• Testing the linear regression model null hypothesis versus regime switching alternatives.
• A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection

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