An asymptotically optimal test for a parametric set of regression functions against a non-parametric alternative

DOI10.1016/S0378-3758(00)00300-1zbMath0977.62050OpenAlexW2077645720MaRDI QIDQ5950629

Christophe Pouet

Publication date: 2 January 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(00)00300-1

zbMATH Keywords

Gaussian white noise modelHölder class of functionsminimax hypothesisnonparametric alternativeparametric null hypothesis

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)

Related Items

Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression, Nonparametric homogeneity tests, Asymptotically minimax test for a composite null hypothesis in the density model

Cites Work

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