The authors propose a nonparametric test for white noise hypothesis in a regression model. The test is based on a regressogram estimate, which bin width is selected using a penalty method similar to the AIC, BIC, and C'ps MAllows criteria.

We propose a minimax statistical framework adapted to nonparametric estimation in deterministic dynamical system, which highlights the importance of the recurrence property of the observed process. Estimators are evaluated on the basis of a weighted uniform norm. The weight function rn depends...

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...