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Optimal minimax rates for nonparametric specification testing in regression models

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The general asymptotic behavior of estimators of the box-cox model for integrated times series

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Design adaptive pointwise nearest neighbor regression

Guerre, Emmanuel - 1997

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An equality test across nonparametric regressions

Lavergne, Pascal - 1998 - Rev.

A procedure for testing equality across nonparametric regressions is proposed. The procedure allows for any dimension of the explanatory variables and for any number of subsamples. We consider the case of random explanatory variables and allow the designs of the regressors and the number of...

Persistent link: https://www.econbiz.de/10009578576