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 test; portmanteau test; Fourier series estimator; \(L_2\) error test; AIC type criterion; thresholding test

Mathematics Subject Classification ID

62G10: Nonparametric hypothesis testing

42A99: Harmonic analysis in one variable

Related Items

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

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