Test of symmetry in nonparametric regression

被引:1
|
作者
Leblanc, F
Lepski, OV
机构
[1] Univ Grenoble 1, LMC IMAG, F-38041 Grenoble 09, France
[2] Univ Aix Marseille 1, CMI, LATP, F-13543 Marseille 13, France
关键词
minimax hypothesis testing; minimax decision; Holder class;
D O I
10.1137/S0040585X97979482
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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 Holder 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 rootr(n)/2. As shown, these hypotheses can be tested consistently when r(n)=O(n(-4beta/(4beta+1))).
引用
收藏
页码:34 / 52
页数:19
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