Testing a linear hypothesis using Haar transform

Abstract

The paper is concerned with the problem of testing a linear hypothesis about regression function. New testing procedure based on the Haar transform is proposed which is adaptive to unknown smoothness properties of the underlying function. The results show that under mild conditions on the design and smoothness of the regression function, this procedure provides with the near optimal rate of testing. (orig.)SIGLEAvailable from TIB Hannover: RR 5549 (314)+a / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman