An \(L_2\) error test with order selection and thresholding

DOI10.1016/S0167-7152(98)00039-XzbMath1094.62513MaRDI QIDQ1266004

Jeffrey D. Hart, GeungHee Lee

Publication date: 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Neyman smooth testportmanteau testFourier series estimator\(L_2\) error testAIC type criterionthresholding test

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Harmonic analysis in one variable (42A99)

Related Items

Goodness-of-fit test for monotonous nonlinear regression models., Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests

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