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This article is cited in 1 scientific paper (total in 1 paper)
Test of symmetry in nonparametric regression
F. Leblanca, O. V. Lepskiĭb a University of Grenoble 1 — Joseph Fourier
b Université de Provence
Abstract:
The minimax properties of a test verifying a symmetry of an unknown regression function $f$ from $n$ independent observations are studied. The underlying design is assumed to be random and independent of the noise in observations. The function $f$ belongs to a ball in a Hölder space of regularity $\beta$. The null hypothesis accepts that $f$ is symmetric. We test this hypothesis versus the alternative that the $L_2$ distance from $f$ to the set of symmetric functions exceeds $\sqrt{r_n/2}$. As shown, these hypotheses can be tested consistently when $r_n=O(n^{-4\beta/(4\beta+1)})$.
Keywords:
minimax hypothesis testing, minimax decision, Hölder class.
Received: 02.07.1999
Citation:
F. Leblanc, O. V. Lepskiǐ, “Test of symmetry in nonparametric regression”, Teor. Veroyatnost. i Primenen., 47:1 (2002), 110–130; Theory Probab. Appl., 47:1 (2003), 34–52
Linking options:
https://www.mathnet.ru/eng/tvp3003https://doi.org/10.4213/tvp3003 https://www.mathnet.ru/eng/tvp/v47/i1/p110
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Abstract page: | 188 | Full-text PDF : | 148 |
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