An adaptive, rate-optimal test of a parametric model against a nonparametric alternative
Year of publication: |
1999
|
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Authors: | Horowitz, Joel L. ; Spokoiny, Vladimir G. |
Publisher: |
Berlin : Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes |
Subject: | Hypothesis testing | local alternative | uniform consistency | asymptotic power |
Series: | SFB 373 Discussion Paper ; 1999,10 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 722166478 [GVK] hdl:10419/61713 [Handle] RePEc:zbw:sfb373:199910 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C21 - Cross-Sectional Models; Spatial Models |
Source: |
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An adaptive, rate-optimal test of a parametric model against a nonparametric alternative
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