Adaptive goodness-of-fit tests based on signed ranks
From MaRDI portal
Publication:930659
DOI10.1214/009053607000000992zbMath1216.62069arXiv0806.2985OpenAlexW3104395848MaRDI QIDQ930659
Publication date: 1 July 2008
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0806.2985
exponential inequalityrelative asymptotic efficiencysharp asymptotic adaptivitysigned ranksexact multiple testingmultiscale statistic
Nonparametric regression and quantile regression (62G08) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Nonparametric robustness (62G35)
Related Items (6)
Optimal detection of multi-sample aligned sparse signals ⋮ Optimal calibration for multiple testing against local inhomogeneity in higher dimension ⋮ Multiscale scanning in inverse problems ⋮ Adaptation to lowest density regions with application to support recovery ⋮ Optimal inference with a multidimensional multiscale statistic ⋮ Nonparametric comparison of epidemic time trends: the case of COVID-19
Cites Work
- Unnamed Item
- Unnamed Item
- Multiscale inference about a density
- Minimax nonparametric detection of signals in white Gaussian noise
- Testing goodness-of-fit in regression via order selection criteria
- Remarks on extremal problems in nonparametric curve estimation
- Statistical estimation and optimal recovery
- Asymptotically minimax hypothesis testing for nonparametric alternatives. III
- Adaptive hypothesis testing using wavelets
- Nonparametric smoothing and lack-of-fit tests
- Asymptotically exact nonparametric hypothesis testing in sup-norm and at a fixed point
- Multiscale testing of qualitative hypotheses
- Generalized likelihood ratio statistics and Wilks phenomenon
- Adaptive and spatially adaptive testing of a nonparametric hypothesis.
- Consistency and Monte Carlo simulation of a data driven version of smooth goodness-of-fit tests
- Test of Significance Based on Wavelet Thresholding and Neyman's Truncation
- Minimax Testing of Nonparametric Hypotheses on a Distribution Density in the $L_p$ Metrics
- Asymptotic Statistics
- Data-Driven Version of Neyman's Smooth Test of Fit
- Goodness-of-Fit Tests for Parametric Regression Models
- An Adaptive, Rate-Optimal Test of Linearity for Median Regression Models
- An Adaptive, Rate-Optimal Test of a Parametric Mean-Regression Model Against a Nonparametric Alternative
- Minimax Detection of a Signal In a Gaussian White Noise
- Application of local rank tests to nonparametric regression
This page was built for publication: Adaptive goodness-of-fit tests based on signed ranks