Data-driven rate-optimal specification testing in regression models

Annals of Statistics

Volumn 33, Issue 2, 2005, Pages 840-870

  Guerre, Emmanuel ^a,b   Lavergne, Pascal ^a,c  

^a UNIVERSITÉ DE TOULOUSE   (France)

^b SORBONNE UNIVERSITÉ   (France)

^c TOULOUSE SCHOOL OF ECONOMICS   (France)

Author keywords

Hypothesis testing; Nonparametric adaptive tests; Selection methods

Indexed keywords

EID: 22944480863     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/009053604000001200     Document Type: Review

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