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

Journal of Nonparametric Statistics

Volumn 12, Issue 5, 2000, Pages 683-707

  Lee, Geunghee ^a   Hart, Jeffrey D ^b  

^a Jung gu   (South Korea)

^b TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Data dependent penalty; Fourier series estimation; L2 error test; Model selection; Neyman smooth test; Threshold criterion

Indexed keywords

EID: 0012383953     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485250008832828     Document Type: Article

References (17)

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