OPTIMAL MINIMAX RATES FOR NONPARAMETRIC SPECIFICATION TESTING IN REGRESSION MODELS
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Publication:4807329
DOI10.1017/S0266466602185069zbMath1033.62042MaRDI QIDQ4807329
Pascal Lavergne, Emmanuel Guerre
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20) General nonlinear regression (62J02)
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