Data-driven testing the fit of linear models

MaRDI QIDQ1856460zbMATH OpenFDO

Authors V. G. Spokoiny

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

zbMATH Keywords

data-driven testHaar basislinear hypothesisnonparametric alternatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10)

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(7)

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• Data-driven rate-optimal specification testing in regression models
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• An updated review of goodness-of-fit tests for regression models
• scientific article; zbMATH DE number 932623 (Why is no real title available?)
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• Locally adaptive estimation of evolutionary wavelet spectra

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