Adaptive tests of linear hypotheses by model selection

DOI10.1214/aos/1046294463zbMath1018.62037OpenAlexW4297433731MaRDI QIDQ1394764

Sylvie Huet, Béatrice Laurent, Yannick Baraud

Publication date: 14 September 2003

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1046294463

zbMATH Keywords

model selectiongoodness-of-fitnonparametric alternativeminimax hypothesis testingadaptive testlinear hypothesisFisher testFisher's quantiles

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20)

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