Abstract:
The limiting distribution of the integral square deviation
of a nonparametric kernel-type estimator for the Poisson regression function is established. A criterion for testing the hypothesis on the Poisson regression function is constructed. The power asymptotic of the constructed criterion is studied for certain types of close alternatives.
Keywords:Poisson regression function, power of a criterion, consistency, limit distribution.
Citation:
P. Babilua, È. A. Nadaraya, “On one nonparametric estimate of the Poisson regression function”, Teor. Veroyatnost. i Primenen., 69:2 (2024), 218–232; Theory Probab. Appl., 69:2 (2024), 173–185