Optimal minimax rates of specification testing with data-driven bandwidth (Q6049837)
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scientific article; zbMATH DE number 7739037
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal minimax rates of specification testing with data-driven bandwidth |
scientific article; zbMATH DE number 7739037 |
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Optimal minimax rates of specification testing with data-driven bandwidth (English)
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18 September 2023
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bandwidth selection
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instrumental variable regression
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non-parametric kernel method
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optimal minimax rate
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specification test
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