Model selection criteria with data dependent penalty, with applications to data-driven neyman smooth tests

DOI10.1080/10485250008832828zbMATH Open1056.62519OpenAlexW2089539734MaRDI QIDQ4512746FDOQ4512746

Geunghee Lee, J. D. Hart

Publication date: 2000

Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10485250008832828

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10)

Cites Work

• Regression and time series model selection in small samples
• Testing goodness-of-fit in regression via order selection criteria
• Nonparametric smoothing and lack-of-fit tests
• Data-Driven Version of Neyman's Smooth Test of Fit
• Selection of the order of an autoregressive model by Akaike's information criterion
• Smoothing-based lack-of-fit tests: variations on a theme
• Quantile estimation with a complex survey design
• On the Distributional Properties of Model Selection Criteria
• An \(L_2\) error test with order selection and thresholding
• Appropriate penalties in the final prediction error criterion: A decision theoretic approach
• Title not available (Why is that?)

Cited In (2)

• Locally superoptimal and adaptive projection density estimators
• Frequentist-Bayes lack-of-fit tests based on Laplace approximations

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