Asymptotic optimality of new adaptive test in regression model
Tadeusz Inglot; Teresa Ledwina
Annales de l'I.H.P. Probabilités et statistiques (2006)
- Volume: 42, Issue: 5, page 579-590
- ISSN: 0246-0203
Access Full Article
topHow to cite
topInglot, Tadeusz, and Ledwina, Teresa. "Asymptotic optimality of new adaptive test in regression model." Annales de l'I.H.P. Probabilités et statistiques 42.5 (2006): 579-590. <http://eudml.org/doc/77909>.
@article{Inglot2006,
author = {Inglot, Tadeusz, Ledwina, Teresa},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {adaptive test; goodness-of-fit; model selection; tails; quantiles},
language = {eng},
number = {5},
pages = {579-590},
publisher = {Elsevier},
title = {Asymptotic optimality of new adaptive test in regression model},
url = {http://eudml.org/doc/77909},
volume = {42},
year = {2006},
}
TY - JOUR
AU - Inglot, Tadeusz
AU - Ledwina, Teresa
TI - Asymptotic optimality of new adaptive test in regression model
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 2006
PB - Elsevier
VL - 42
IS - 5
SP - 579
EP - 590
LA - eng
KW - adaptive test; goodness-of-fit; model selection; tails; quantiles
UR - http://eudml.org/doc/77909
ER -
References
top- [1] Y. Baraud, S. Huet, B. Laurent, Adaptive tests of linear hypotheses by model selection, Ann. Statist.31 (2003) 225-251. Zbl1018.62037MR1962505
- [2] L. Birgé, An alternative point of view on Lepski's method, in: State of the Art in Probability and Statistics, Leiden 1999, IMS, Beachwood, OH, 2001, pp. 113-133. MR1836557
- [3] G.R. Ducharme, T. Ledwina, Efficient and adaptive nonparametric test for the two-sample problem, Ann. Statist.31 (2003) 2036-2058. Zbl1065.62079MR2036399
- [4] R.L. Eubank, Testing for no effect by cosine series methods, Scand. J. Statist.27 (2000) 747-763. Zbl0962.62031MR1804174
- [5] R.L. Eubank, J.D. Hart, Testing goodness of fit in regression via order selection criteria, Ann. Statist.20 (1992) 1412-1425. Zbl0776.62045MR1186256
- [6] J. Fan, L.-S. Huang, Goodness-of-fit tests for parametric regression models, J. Amer. Statist. Assoc.96 (2001) 640-652. Zbl1017.62014MR1946431
- [7] T. Inglot, On large deviation theorem for data driven Neyman's statistic, Statist. Probab. Lett.47 (2000) 487-509. Zbl0945.62054MR1766868
- [8] T. Inglot, W.C.M. Kallenberg, T. Ledwina, Vanishing shortcoming of data driven Neyman's tests, in: Asymptotic Methods in Probability and Statistics, A Volume to Honour Miklós Csörgő, Elsevier, Amsterdam, 1998, pp. 811-829. Zbl0956.62040MR1661520
- [9] T. Inglot, T. Ledwina, Asymptotic optimality of data driven smooth tests for location-scale family, Sankhyā Ser. A63 (2001) 41-71. Zbl0999.62034MR1898549
- [10] T. Inglot, T. Ledwina, Intermediate approach to comparison of some goodness-of-fit tests, Ann. Inst. Statist. Math.53 (2001) 810-834. Zbl1003.62042MR1880814
- [11] T. Inglot, T. Ledwina, On consistent minimax distinguishability and intermediate efficiency of Cramér–von Mises test, J. Statist. Plann. Inference124 (2004) 453-474. Zbl1047.62037MR2081497
- [12] T. Inglot, T. Ledwina, Intermediate efficiency of some max-type statistics, J. Statist. Plann. Inference (2006), in press. Zbl1094.62021MR2256213
- [13] T. Inglot, T. Ledwina, Towards data driven selection of penalty function for data driven Neyman tests, Linear Algebra Appl. (2005), in press. Zbl1095.62023
- [14] N.L. Johnson, S. Kotz, N. Balakrishnan, Continuous Univariate Distributions, vol. 1, Wiley Interscience, New York, 1994. Zbl0821.62001MR1299979
- [15] W.C.M. Kallenberg, Asymptotic Optimality of Likelihood Ratio Tests in Exponential Families, Math. Centre Tracts, vol. 77, CWI, Amsterdam, 1978. Zbl0497.62028MR488460
- [16] W.C.M. Kallenberg, The penalty in data driven Neyman's tests, Math. Methods Statist.11 (2002) 323-340. MR1964450
- [17] Ya.Yu. Nikitin, On the Hodges–Lehmann asymptotic efficiency of nonparametric tests of goodness-of-fit and homogeneity, Theory Probab. Appl.32 (1987) 77-88. Zbl0642.62032MR890933
- [18] Ya.Yu. Nikitin, Asymptotic Efficiency of Nonparametric Tests, Cambridge University Press, New York, 1995. Zbl0879.62045MR1415127
- [19] J. Oosterhoff, Combination of One-Sided Statistical Tests, Mathematical Centre, Amsterdam, 1969. Zbl0193.15901MR247707
- [20] J. Oosterhoff, W.R. van Zwet, The likelihood ratio test for the multinomial distribution, in: Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability, vol. I, 1972, pp. 31-50. Zbl0233.62007MR397956
Citations in EuDML Documents
topNotesEmbed ?
topTo embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.