An adaptive, rate-optimal test of a parametric mean-regression model against a nonparametric alternative

Econometrica

Volumn 69, Issue 3, 2001, Pages 599-631

  Horowitz, Joel L ^a,b   Spokoiny, Vladimir G ^a,b  

^a UNIVERSITY OF IOWA   (United States)

^b Weierstra Institute for Applied Analysis and Stochastics   (Germany)

Author keywords

Asymptotic power; Hypothesis testing; Local alternative; Uniform consistency

Indexed keywords

ADAPTIVE SYSTEMS; ASYMPTOTIC STABILITY; MATHEMATICAL MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

PARAMETRIC MEAN-REGRESSION MODELS;

OPTIMAL SYSTEMS;

EID: 0034991055     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00207     Document Type: Article

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