Adaptive tests of linear hypotheses by model selection

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

Béatrice Laurent, Sylvie Huet, 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 selection; goodness-of-fit; nonparametric alternative; minimax hypothesis testing; adaptive test; linear hypothesis; Fisher test; Fisher's quantiles

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G10: Nonparametric hypothesis testing

62G20: Asymptotic properties of nonparametric inference

Related Items

Adaptive tests of qualitative hypotheses, Estimation and inference in functional mixed-effects models, Gaussian model selection with an unknown variance, General lack of fit tests based on families of groupings, Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function, Data-driven rate-optimal specification testing in regression models, Adaptive goodness-of-fit tests in a density model, Intermediate efficiency of some max-type statistics, Adaptive tests for periodic signal detection with applications to laser vibrometry, A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS

Cites Work

• Unnamed Item
• Testing goodness-of-fit in regression via order selection criteria
• Minimax detection of a signal for Besov bodies and balls.
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Comparing nonparametric versus parametric regression fits
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Testing for no effect in nonparametric regression via spline smoothing techniques
• Adaptive hypothesis testing using wavelets
• Asymptotic optimality of data-driven Neyman's tests for uniformity
• Nonparametric smoothing and lack-of-fit tests
• Model selection for regression on a fixed design
• Validation of linear regression models
• Maximum likelihood principle and model selection when the true model is unspecified
• Adaptive estimation of a quadratic functional by model selection.
• Testing for no effect in nonparametric regression
• Residual variance and residual pattern in nonlinear regression
• Diagnostics for Assessing Regression Models
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• An alternative point of view on Lepski's method
• Gaussian model selection