Data-driven rate-optimal specification testing in regression models
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Publication:2388358
DOI10.1214/009053604000001200zbMath1068.62055arXivmath/0505640OpenAlexW3122349611MaRDI QIDQ2388358
Emmanuel Guerre, Pascal Lavergne
Publication date: 12 September 2005
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/math/0505640
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03) Nonparametric statistical resampling methods (62G09)
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