OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS

DOI10.1017/S0266466602185069zbMATH Open1033.62042MaRDI QIDQ4807329FDOQ4807329

Authors: Emmanuel Guerre, Pascal Lavergne 

Publication date: 18 May 2003

Published in: Econometric Theory (Search for Journal in Brave)

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zbMATH Keywords

lower boundsirregular alternativesregular alternatives

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) General nonlinear regression (62J02) Minimax procedures in statistical decision theory (62C20)

Cited In (26)

• Robust adaptive rate-optimal testing for the white noise hypothesis
• An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative
• Expansion for moments of regression quantiles with applications to nonparametric testing
• Optimal testing for additivity in multiple nonparametric regression
• On Asymptotic Minimaxity of Kernel-based Tests
• Data-driven rate-optimal specification testing in regression models
• Optimal minimax rates of specification testing with data-driven bandwidth
• Testing semiparametric conditional moment restrictions using conditional martingale transforms
• A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection
• Regression discontinuity designs with unknown discontinuity points: testing and estimation
• Model checking for parametric single-index models with massive datasets
• Adaptive tests of conditional moment inequalities
• Consistent model specification tests based on \(k\)-nearest-neighbor estimation method
• Finding local departures from a parametric model using nonparametric regression
• Goodness-of-fit tests for functional data
• Powerful nonparametric checks for quantile regression
• An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
• Minimax goodness-of-fit testing in multivariate nonparametric regression
• SPECIFICATION TEST FOR CONDITIONAL DISTRIBUTION WITH FUNCTIONAL DATA
• Breaking the curse of dimensionality in nonparametric testing
• Testing for the significance of functional covariates
• An equality test across nonparametric regressions
• Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
• Comments on: ``An updated review of goodness-of-fit tests for regression models
• An updated review of goodness-of-fit tests for regression models
• A scalable nonparametric specification testing for massive data

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