On testing nonparametric hypotheses for analytic regression functions in Gaussian noise.

MaRDI QIDQ1856540zbMATH OpenFDO

Authors Christophe Pouet

Publication date 10 February 2003

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Inference from stochastic processes (62M99) Non-Markovian processes: hypothesis testing (62M07)

Recommendations

• An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
• Minimax nonparametric hypothesis testing: The case of an inhomogeneous alternative
• Nonparametric hypothesis testing for small type I errors. I
• Hypothesis testing under composite functions alternative

Cited in

(7)

• Nonparametric goodness-of fit testing in quantum homodyne tomography with noisy data
• An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative
• Goodness-of-fit testing and quadratic functional estimation from indirect observations
• Testing convex hypotheses on the mean of a Gaussian vector. Application to testing qualitative hypotheses on a regression function
• Hypothesis testing under composite functions alternative
• Adaptive testing on a regression function at a point
• Adaptive goodness-of-fit testing from indirect observations

This page was built for publication: On testing nonparametric hypotheses for analytic regression functions in Gaussian noise.

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1856540)