Adaptive minimax testing in the discrete regression scheme

DOI10.1007/S00440-005-0445-4MaRDI QIDQ2575678zbMATH OpenOpenAlexFDO

Authors Ghislaine Gayraud, Christophe Pouet

Publication date 6 December 2005

Published in Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL http://crest.science/RePEc/wpstorage/2003-44.pdf

zbMATH Keywords

Regression modelAdaptive testingComposite null hypothesisMinimax rate of testingNonparametric hypotheses testing

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) General nonlinear regression (62J02) Minimax procedures in statistical decision theory (62C20)

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Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
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• scientific article; zbMATH DE number 3559309 (Why is no real title available?)
• scientific article; zbMATH DE number 477581 (Why is no real title available?)
• scientific article; zbMATH DE number 713342 (Why is no real title available?)
• Adaptive and spatially adaptive testing of a nonparametric hypothesis.
• Adaptive hypothesis testing using wavelets
• Adaptive tests for periodic signal detection with applications to laser vibrometry
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Asymptotic methods in statistical decision theory
• Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
• Asymptotically minimax hypothesis testing for nonparametric alternatives. I
• Minimax Detection of a Signal In a Gaussian White Noise
• Minimax signal detection in \(l_ p\)-metrics
• Nonparametric smoothing and lack-of-fit tests
• On estimation of the \(L_r\) norm of a regression function
• On the estimation of quadratic functionals

Cited in

(21)

• Minimax testing composite null hypotheses in the discrete regression scheme
• Minimax hypothesis testing for curve registration
• A powerful test based on tapering for use in functional data analysis
• Adaptive minimax test of independence
• Adaptive testing on a regression function at a point
• A DATA-DRIVEN NONPARAMETRIC SPECIFICATION TEST FOR DYNAMIC REGRESSION MODELS
• Test on components of mixture densities
• Curve registration by nonparametric goodness-of-fit testing
• Adaptive estimation of the sparsity in the Gaussian vector model
• Adaptive goodness-of-fit testing from indirect observations
• Optimal sparsity testing in linear regression model
• Goodness-of-fit testing and quadratic functional estimation from indirect observations
• Minimax goodness-of-fit testing in multivariate nonparametric regression
• A goodness-of-fit test for copula densities
• Minimax Euclidean separation rates for testing convex hypotheses in \(\mathbb{R}^{d}\)
• Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
• Adaptive minimax testing for circular convolution
• Hypothesis testing for densities and high-dimensional multinomials: sharp local minimax rates
• Nonparametric homogeneity tests
• Testing the regularity of a smooth signal
• OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

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