Data-driven testing the fit of linear models

Abstract

The paper is concerned with the problem of testing a linear hypothesis about regression function. We propose a new testing procedure based on the Haar transform which is adaptive to unknown smoothness properties of the underlying function. The results show rate optimality of this procedure under mild conditions on the model. (orig.)SIGLEAvailable from TIB Hannover: RR 5549(472)+a / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekDEGerman