A loss function approach to model specification testing and its relative efficiency
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Publication:366964
DOI10.1214/13-AOS1099zbMath1293.62100arXiv1306.4864MaRDI QIDQ366964
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1306.4864
efficiency; loss function; kernel; generalized likelihood ratio test; smoothing parameter; local alternative; Pitman efficiency
62G10: Nonparametric hypothesis testing
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