Adaptive goodness-of-fit tests based on signed ranks
dc.bibliographicCitation.seriesTitle | WIAS Preprints | eng |
dc.bibliographicCitation.volume | 1355 | |
dc.contributor.author | Rohde, Angelika | |
dc.date.accessioned | 2016-03-24T17:38:24Z | |
dc.date.available | 2019-06-28T08:03:21Z | |
dc.date.issued | 2008 | |
dc.description.abstract | Within the nonparametric regression model with unknown regression function $l$ and independent, symmetric errors, a new multiscale signed rank statistic is introduced and a conditional multiple test of the simple hypothesis $l = 0$ against a nonparametric alternative is proposed. This test is distribution-free and exact for finite samples even in the heteroscedastic case. It adapts in a certain sense to the unknown smoothness of the regression function under the alternative, and it is uniformly consistent against alternatives whose sup-norm tends to zero at the fastest possible rate. The test is shown to be asymptotically optimal in two senses: It is rate-optimal adaptive against Hölder classes. Furthermore, its relative asymptotic efficiency with respect to an asymptotically minimax optimal test under sup-norm loss is close to one in case of homoscedastic Gaussian errors within a broad range of Hölder classes simultaneously. | eng |
dc.description.version | publishedVersion | eng |
dc.format | application/pdf | |
dc.identifier.issn | 0946-8633 | |
dc.identifier.uri | https://doi.org/10.34657/1924 | |
dc.identifier.uri | https://oa.tib.eu/renate/handle/123456789/2024 | |
dc.language.iso | eng | eng |
dc.publisher | Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik | eng |
dc.relation.issn | 0946-8633 | eng |
dc.rights.license | This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties. | eng |
dc.rights.license | Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden. | ger |
dc.subject.ddc | 510 | eng |
dc.subject.other | Exact multiple testing | eng |
dc.subject.other | exponential inequality | eng |
dc.subject.other | multiscale statistic | eng |
dc.subject.other | relative asymptotic efficiency | eng |
dc.subject.other | signed ranks | eng |
dc.subject.other | sharp asymptotic adaptivity.. | eng |
dc.title | Adaptive goodness-of-fit tests based on signed ranks | eng |
dc.type | Report | eng |
dc.type | Text | eng |
tib.accessRights | openAccess | eng |
wgl.contributor | WIAS | eng |
wgl.subject | Mathematik | eng |
wgl.type | Report / Forschungsbericht / Arbeitspapier | eng |
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